+182.6%
SLV vs GWW
+91.5%
+91.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | +2.5% | -1.5% | +4.0% | +2.7% |
| 30D | +3.3% | +1.1% | +2.1% | +3.1% |
| 3M | -3.6% | -1.0% | -2.6% | -3.8% |
| 6M | -21.8% | +16.3% | -38.1% | -24.0% |
| YTD | -7.8% | +28.5% | -36.4% | -9.8% |
| 1Y | +58.3% | +30.3% | +28.0% | +55.0% |
| 3Y | +182.6% | +91.6% | +91.0% | +176.7% |
| All | +182.6% | +91.5% | +91.1% | +176.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling