+107.0%
SLV vs GTLB
-49.8%
+156.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -3.9% | -3.5% | -0.4% | -3.7% |
| 30D | -15.6% | -9.0% | -6.7% | -15.3% |
| 3M | -23.6% | +15.9% | -39.5% | -24.2% |
| 6M | -42.6% | +104.9% | -147.4% | -44.6% |
| YTD | -30.0% | +26.0% | -55.9% | -30.9% |
| 1Y | -6.6% | +1.8% | -8.4% | -7.0% |
| 3Y | +121.8% | +6.0% | +115.8% | +118.1% |
| 5Y | +92.7% | -62.2% | +154.8% | +92.1% |
| All | +107.0% | -49.8% | +156.8% | +106.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling