+219.9%
SLV vs GNRC
+448.8%
-229.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | +0.8% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -1.6% | -15.7% | +14.1% | +0.1% |
| 3M | -4.4% | -27.3% | +22.9% | -1.6% |
| 6M | -25.4% | -12.1% | -13.3% | -24.7% |
| YTD | -9.8% | +37.1% | -46.9% | -12.7% |
| 1Y | +53.8% | -0.5% | +54.3% | +52.5% |
| 3Y | +174.7% | +61.5% | +113.2% | +158.4% |
| 5Y | +164.3% | -58.6% | +222.9% | +171.9% |
| All | +219.9% | +448.8% | -229.0% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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