+239.3%
SLV vs GSK
+141.9%
+97.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +5.1% | +1.7% | +3.4% | +4.7% |
| 30D | -12.9% | +7.0% | -20.0% | -14.3% |
| 3M | -16.1% | -2.7% | -13.4% | -15.8% |
| 6M | -33.2% | +1.4% | -34.6% | -33.7% |
| YTD | -27.2% | +5.3% | -32.6% | -28.6% |
| 1Y | +7.6% | +10.6% | -3.0% | +4.5% |
| 3Y | +122.3% | +62.6% | +59.7% | +94.0% |
| 5Y | +109.7% | +41.7% | +68.0% | +87.0% |
| 10Y | +168.4% | +104.7% | +63.7% | +115.9% |
| All | +239.3% | +141.9% | +97.5% | +149.7% |
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