+218.9%
SLV vs IAU
+216.4%
+2.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | +1.9% |
| 7D | +2.5% | +0.7% | +1.8% | +1.3% |
| 30D | +3.3% | +0.3% | +2.9% | +2.7% |
| 3M | -3.6% | +0.7% | -4.3% | -4.3% |
| 6M | -21.8% | -15.5% | -6.3% | +3.3% |
| YTD | -7.8% | +1.0% | -8.8% | -0.6% |
| 1Y | +58.3% | +19.6% | +38.7% | +34.4% |
| 3Y | +182.6% | +125.4% | +57.1% | -9.1% |
| 5Y | +167.8% | +140.7% | +27.0% | -21.4% |
| 10Y | +218.9% | +218.1% | +0.7% | -29.3% |
| All | +218.9% | +216.4% | +2.4% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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