+214.0%
SLV vs GLDM
+225.0%
-11.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | -0.2% |
| 7D | +5.6% | +5.0% | +0.7% | -2.1% |
| 30D | -12.1% | -1.3% | -10.8% | -10.0% |
| 3M | -16.3% | -4.7% | -11.6% | -9.2% |
| 6M | -34.1% | -12.4% | -21.7% | -17.5% |
| YTD | -25.3% | -4.1% | -21.2% | -12.1% |
| 1Y | +9.6% | +3.3% | +6.3% | +16.6% |
| 3Y | +132.7% | +110.9% | +21.7% | -17.7% |
| 5Y | +113.7% | +124.8% | -11.1% | -31.0% |
| All | +214.0% | +225.0% | -11.0% | -32.6% |
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