+182.0%
SLV vs IAU
+210.5%
-28.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | +1.1% |
| 7D | -3.9% | -5.5% | +1.6% | +4.9% |
| 30D | -15.6% | -7.0% | -8.7% | -5.3% |
| 3M | -23.6% | -12.3% | -11.3% | -5.8% |
| 6M | -42.6% | -17.9% | -24.6% | -20.6% |
| YTD | -30.0% | -10.3% | -19.6% | -8.6% |
| 1Y | -6.6% | -7.9% | +1.3% | +18.0% |
| 3Y | +121.8% | +98.7% | +23.2% | -12.4% |
| 5Y | +92.7% | +105.0% | -12.4% | -26.8% |
| All | +182.0% | +210.5% | -28.5% | -34.2% |
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