+175.8%
SLV vs GRMN
+628.7%
-452.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -5.8% | -0.9% | -5.0% | -5.7% |
| 30D | -12.1% | +1.2% | -13.3% | -12.3% |
| 3M | -24.1% | -8.9% | -15.2% | -22.9% |
| 6M | -44.4% | +23.0% | -67.4% | -46.7% |
| YTD | -31.5% | +41.2% | -72.7% | -35.7% |
| 1Y | -6.9% | +47.5% | -54.4% | -13.3% |
| 3Y | +116.0% | +155.8% | -39.7% | +79.2% |
| 5Y | +88.4% | +120.2% | -31.7% | +57.6% |
| All | +175.8% | +628.7% | -452.9% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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