+219.9%
SLV vs GPN
+28.2%
+191.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -2.8% | -4.6% | +1.8% | -2.4% |
| 30D | -1.6% | -0.3% | -1.3% | -1.6% |
| 3M | -4.4% | +35.4% | -39.9% | -8.0% |
| 6M | -25.4% | +21.7% | -47.1% | -27.4% |
| YTD | -9.8% | +14.9% | -24.7% | -11.9% |
| 1Y | +53.8% | +3.2% | +50.6% | +51.7% |
| 3Y | +174.7% | -27.1% | +201.8% | +178.7% |
| 5Y | +164.3% | -44.4% | +208.7% | +174.2% |
| All | +219.9% | +28.2% | +191.7% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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