+333.1%
SLV vs GSK
+139.8%
+193.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | +6.7% | -2.2% | +8.9% | +7.1% |
| 3M | -10.7% | -1.8% | -8.9% | -10.5% |
| 6M | -20.6% | -10.6% | -10.0% | -18.8% |
| YTD | -7.1% | +4.4% | -11.6% | -8.5% |
| 1Y | +62.0% | +30.4% | +31.6% | +51.6% |
| 3Y | +169.8% | +60.1% | +109.8% | +136.3% |
| 5Y | +161.5% | +46.8% | +114.7% | +131.4% |
| 10Y | +224.4% | +79.2% | +145.2% | +169.4% |
| All | +333.1% | +139.8% | +193.3% | +219.9% |
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