+87.6%
SLV vs GWRE
+749.2%
-661.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.0% | +7.3% | +2.6% |
| 7D | +2.8% | -26.2% | +29.0% | +4.9% |
| 30D | +2.2% | -17.8% | +20.0% | +3.4% |
| 3M | +2.9% | +14.2% | -11.3% | +1.2% |
| 6M | -22.4% | -12.9% | -9.5% | -22.3% |
| YTD | -5.7% | -29.2% | +23.5% | -4.3% |
| 1Y | +63.3% | -44.4% | +107.7% | +68.7% |
| 3Y | +189.0% | +51.1% | +137.9% | +174.4% |
| 5Y | +172.7% | +16.5% | +156.1% | +159.0% |
| 10Y | +235.3% | +131.6% | +103.7% | +207.7% |
| All | +87.6% | +749.2% | -661.6% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling