+205.7%
SLV vs GLDM
+219.1%
-13.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +1.1% |
| 7D | +5.1% | +4.7% | +0.4% | -2.2% |
| 30D | -12.9% | -0.9% | -12.1% | -11.4% |
| 3M | -16.1% | -4.3% | -11.8% | -9.6% |
| 6M | -33.2% | -13.4% | -19.8% | -14.9% |
| YTD | -27.2% | -5.8% | -21.4% | -11.9% |
| 1Y | +7.6% | +2.1% | +5.6% | +16.8% |
| 3Y | +122.3% | +105.0% | +17.3% | -17.7% |
| 5Y | +109.7% | +122.5% | -12.8% | -31.2% |
| All | +205.7% | +219.1% | -13.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling