+164.3%
SLV vs GWRE
+15.1%
+149.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -2.8% | -13.2% | +10.4% | -1.5% |
| 30D | -1.6% | -18.6% | +17.0% | +0.1% |
| 3M | -4.4% | +18.9% | -23.3% | -7.3% |
| 6M | -25.4% | -11.0% | -14.5% | -25.4% |
| YTD | -9.8% | -29.9% | +20.1% | -7.5% |
| 1Y | +53.8% | -44.3% | +98.1% | +62.3% |
| 3Y | +174.7% | +51.7% | +123.0% | +146.6% |
| All | +164.3% | +15.1% | +149.2% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling