+216.5%
SLV vs GIS
-19.3%
+235.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.3% | -5.2% |
| 7D | -5.0% | -8.4% | +3.4% | -4.9% |
| 30D | -1.8% | -5.2% | +3.4% | -1.7% |
| 3M | -0.3% | +8.2% | -8.4% | -0.6% |
| 6M | -28.2% | -12.0% | -16.2% | -28.0% |
| YTD | -10.7% | -18.9% | +8.1% | -10.1% |
| 1Y | +53.7% | -23.6% | +77.3% | +55.0% |
| 3Y | +173.7% | -37.6% | +211.3% | +177.2% |
| 5Y | +161.5% | -25.2% | +186.7% | +162.4% |
| All | +216.5% | -19.3% | +235.7% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling