+239.3%
SLV vs GPC
+430.7%
-191.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +5.1% | +1.6% | +3.5% | +4.9% |
| 30D | -12.9% | -2.1% | -10.8% | -12.8% |
| 3M | -16.1% | -6.8% | -9.3% | -15.5% |
| 6M | -33.2% | +18.6% | -51.8% | -34.7% |
| YTD | -27.2% | +2.7% | -29.9% | -27.8% |
| 1Y | +7.6% | +1.8% | +5.8% | +6.9% |
| 3Y | +122.3% | +1.1% | +121.3% | +118.3% |
| 5Y | +109.7% | +4.1% | +105.6% | +104.2% |
| 10Y | +168.4% | +88.2% | +80.2% | +136.6% |
| All | +239.3% | +430.7% | -191.3% | +139.1% |
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