+333.1%
SLV vs GPC
+496.7%
-163.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | +6.7% | +6.0% | +0.7% | +5.9% |
| 3M | -10.7% | +42.6% | -53.3% | -14.6% |
| 6M | -20.6% | +22.8% | -43.4% | -22.8% |
| YTD | -7.1% | +15.5% | -22.6% | -9.1% |
| 1Y | +62.0% | +2.0% | +59.9% | +60.6% |
| 3Y | +169.8% | -1.4% | +171.3% | +165.8% |
| 5Y | +161.5% | +30.6% | +130.9% | +147.7% |
| 10Y | +224.4% | +80.6% | +143.8% | +187.7% |
| All | +333.1% | +496.7% | -163.6% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling