+172.7%
SLV vs GWW
+221.1%
-48.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | +2.8% | -0.5% | +3.3% | +2.8% |
| 30D | +2.2% | -1.4% | +3.6% | +2.3% |
| 3M | +2.9% | -3.6% | +6.5% | +3.1% |
| 6M | -22.4% | +15.1% | -37.5% | -24.0% |
| YTD | -5.7% | +27.5% | -33.2% | -7.8% |
| 1Y | +63.3% | +29.6% | +33.7% | +59.6% |
| 3Y | +189.0% | +90.1% | +98.9% | +171.5% |
| 5Y | +172.7% | +222.6% | -50.0% | +139.7% |
| All | +172.7% | +221.1% | -48.4% | +139.7% |
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 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