+175.9%
SLV vs GPC
+93.7%
+82.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.4% |
| 7D | +5.6% | +0.8% | +4.8% | +5.5% |
| 30D | -12.1% | -1.1% | -11.0% | -12.1% |
| 3M | -16.3% | -6.6% | -9.6% | -15.7% |
| 6M | -34.1% | +22.2% | -56.3% | -35.8% |
| YTD | -25.3% | +5.1% | -30.3% | -26.0% |
| 1Y | +9.6% | +2.8% | +6.8% | +8.7% |
| 3Y | +132.7% | +2.4% | +130.3% | +128.1% |
| 5Y | +113.7% | +7.8% | +105.9% | +107.4% |
| 10Y | +175.9% | +87.2% | +88.6% | +138.6% |
| All | +175.9% | +93.7% | +82.1% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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