+127.0%
SLV vs GM
+238.5%
-111.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.3% | +1.9% | -2.3% | -0.6% |
| 30D | +6.7% | -1.4% | +8.1% | +6.8% |
| 3M | -10.7% | +5.9% | -16.6% | -11.3% |
| 6M | -20.6% | +12.4% | -33.0% | -21.8% |
| YTD | -7.1% | +8.6% | -15.8% | -8.1% |
| 1Y | +62.0% | +52.6% | +9.4% | +54.1% |
| 3Y | +169.8% | +169.7% | +0.2% | +137.0% |
| 5Y | +161.5% | +87.5% | +73.9% | +135.2% |
| 10Y | +224.4% | +233.0% | -8.6% | +159.2% |
| All | +127.0% | +238.5% | -111.5% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling