+207.6%
SLV vs GLDM
+219.0%
-11.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.5% | -0.6% |
| 7D | -3.9% | -0.3% | -3.6% | -3.3% |
| 30D | -14.5% | -1.9% | -12.6% | -11.6% |
| 3M | -12.4% | -0.4% | -12.0% | -11.5% |
| 6M | -28.5% | -10.1% | -18.4% | -14.0% |
| YTD | -26.8% | -5.8% | -20.9% | -11.3% |
| 1Y | +10.3% | +3.1% | +7.2% | +18.1% |
| 3Y | +122.2% | +103.4% | +18.9% | -16.7% |
| 5Y | +114.4% | +125.5% | -11.2% | -31.2% |
| All | +207.6% | +219.0% | -11.3% | -32.0% |
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