+219.9%
SLV vs GWW
+570.2%
-350.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -2.8% | -3.4% | +0.5% | -2.5% |
| 30D | -1.6% | -1.9% | +0.3% | -1.4% |
| 3M | -4.4% | -2.4% | -2.0% | -4.3% |
| 6M | -25.4% | +15.7% | -41.1% | -26.7% |
| YTD | -9.8% | +27.6% | -37.4% | -12.0% |
| 1Y | +53.8% | +27.2% | +26.6% | +50.0% |
| 3Y | +174.7% | +89.7% | +85.0% | +155.9% |
| 5Y | +164.3% | +223.9% | -59.6% | +130.7% |
| All | +219.9% | +570.2% | -350.3% | +173.9% |
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