+10.3%
SLV vs GTLB
+6.1%
+4.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | -3.9% | -9.7% | +5.8% | -3.6% |
| 30D | -14.5% | +1.7% | -16.1% | -14.4% |
| 3M | -12.4% | +43.6% | -56.0% | -12.8% |
| 6M | -28.5% | +113.0% | -141.5% | -28.5% |
| YTD | -26.8% | +39.5% | -66.3% | -18.6% |
| 1Y | +10.3% | +12.6% | -2.3% | +28.2% |
| All | +10.3% | +6.1% | +4.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling