+236.5%
SLV vs GSK
+146.2%
+90.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.0% |
| 3M | -21.8% | -0.9% | -20.9% | -21.8% |
| 6M | -36.3% | +3.5% | -39.8% | -37.1% |
| YTD | -27.8% | +7.2% | -35.1% | -29.4% |
| 1Y | +1.5% | +12.0% | -10.5% | -1.7% |
| 3Y | +128.5% | +67.3% | +61.2% | +98.1% |
| 5Y | +103.2% | +45.3% | +58.0% | +80.3% |
| 10Y | +164.7% | +101.8% | +62.9% | +113.7% |
| All | +236.5% | +146.2% | +90.3% | +146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling