+206.1%
SLV vs GLDM
+221.7%
-15.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.8% |
| 7D | -0.7% | +1.9% | -2.6% | -3.5% |
| 30D | -15.4% | -1.7% | -13.7% | -12.8% |
| 3M | -16.3% | -3.5% | -12.8% | -11.0% |
| 6M | -28.8% | -10.1% | -18.7% | -14.4% |
| YTD | -27.1% | -5.0% | -22.1% | -12.9% |
| 1Y | +7.5% | +2.8% | +4.7% | +15.4% |
| 3Y | +121.2% | +105.1% | +16.0% | -18.2% |
| 5Y | +110.0% | +124.3% | -14.3% | -32.0% |
| All | +206.1% | +221.7% | -15.5% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling