+92.7%
SLV vs GPC
+4.8%
+87.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.2% |
| 7D | -3.9% | -1.3% | -2.6% | -3.7% |
| 30D | -15.6% | -6.0% | -9.6% | -15.1% |
| 3M | -23.6% | -7.6% | -16.0% | -23.0% |
| 6M | -42.6% | +24.2% | -66.8% | -44.1% |
| YTD | -30.0% | +2.7% | -32.7% | -30.5% |
| 1Y | -6.6% | +0.2% | -6.8% | -7.2% |
| 3Y | +121.8% | -0.8% | +122.6% | +117.6% |
| 5Y | +92.7% | +4.4% | +88.2% | +90.7% |
| All | +92.7% | +4.8% | +87.8% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling