+236.5%
SLV vs GWW
+2,578.9%
-2,342.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.2% | -3.7% |
| 7D | +3.7% | +5.5% | -1.9% | +2.9% |
| 30D | -15.2% | +14.4% | -29.5% | -16.8% |
| 3M | -21.8% | +13.7% | -35.5% | -23.2% |
| 6M | -36.3% | +20.1% | -56.4% | -38.2% |
| YTD | -27.8% | +47.1% | -74.9% | -31.7% |
| 1Y | +1.5% | +56.2% | -54.7% | -4.8% |
| 3Y | +128.5% | +90.5% | +38.0% | +106.5% |
| 5Y | +103.2% | +221.2% | -118.0% | +68.1% |
| 10Y | +164.7% | +648.4% | -483.7% | +86.1% |
| All | +236.5% | +2,578.9% | -2,342.4% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling