+175.8%
SLV vs GM
+205.9%
-30.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -5.8% | -0.2% | -5.7% | -5.8% |
| 30D | -12.1% | +3.6% | -15.7% | -12.6% |
| 3M | -24.1% | -0.2% | -23.9% | -24.2% |
| 6M | -44.4% | +13.9% | -58.3% | -45.3% |
| YTD | -31.5% | +6.5% | -38.0% | -32.2% |
| 1Y | -6.9% | +20.7% | -27.6% | -9.0% |
| 3Y | +116.0% | +229.5% | -113.5% | +85.7% |
| 5Y | +88.4% | +41.5% | +46.9% | +75.6% |
| All | +175.8% | +205.9% | -30.1% | +122.5% |
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