+175.8%
SLV vs GWW
+658.3%
-482.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -5.8% | +3.6% | -9.4% | -6.2% |
| 30D | -12.1% | +12.1% | -24.2% | -13.2% |
| 3M | -24.1% | +12.9% | -37.0% | -25.1% |
| 6M | -44.4% | +19.3% | -63.7% | -45.5% |
| YTD | -31.5% | +48.7% | -80.2% | -34.2% |
| 1Y | -6.9% | +60.5% | -67.4% | -11.2% |
| 3Y | +116.0% | +93.3% | +22.7% | +100.9% |
| 5Y | +88.4% | +219.0% | -130.5% | +64.9% |
| All | +175.8% | +658.3% | -482.5% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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