+219.9%
SLV vs GM
+240.0%
-20.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | -2.8% | -2.4% | -0.4% | -2.6% |
| 30D | -1.6% | -1.1% | -0.5% | -1.5% |
| 3M | -4.4% | +6.1% | -10.6% | -5.2% |
| 6M | -25.4% | +15.0% | -40.4% | -26.6% |
| YTD | -9.8% | +6.0% | -15.8% | -10.5% |
| 1Y | +53.8% | +47.1% | +6.7% | +47.3% |
| 3Y | +174.7% | +170.5% | +4.2% | +142.3% |
| 5Y | +164.3% | +80.5% | +83.8% | +139.6% |
| All | +219.9% | +240.0% | -20.2% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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