+164.7%
SLV vs GSK
+102.9%
+61.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | +3.7% | +5.2% | -1.5% | +2.6% |
| 30D | -15.2% | +10.2% | -25.3% | -16.9% |
| 3M | -21.8% | -0.9% | -20.9% | -21.7% |
| 6M | -36.3% | +3.5% | -39.8% | -37.0% |
| YTD | -27.8% | +7.2% | -35.1% | -29.4% |
| 1Y | +1.5% | +12.0% | -10.5% | -1.5% |
| 3Y | +128.5% | +67.3% | +61.2% | +97.9% |
| 5Y | +103.2% | +45.3% | +58.0% | +79.6% |
| 10Y | +164.7% | +101.8% | +62.9% | +110.8% |
| All | +164.7% | +102.9% | +61.8% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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