+99.8%
SLV vs GWW
+224.6%
-124.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -14.2% | +14.0% | -28.1% | -15.4% |
| 3M | -20.3% | +14.4% | -34.7% | -21.5% |
| 6M | -40.2% | +21.7% | -61.9% | -41.7% |
| YTD | -27.6% | +48.4% | -76.0% | -30.4% |
| 1Y | +0.4% | +58.4% | -58.0% | -3.7% |
| 3Y | +129.4% | +92.3% | +37.1% | +114.3% |
| 5Y | +99.8% | +221.8% | -122.0% | +72.9% |
| All | +99.8% | +224.6% | -124.8% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling