+62.0%
SLV vs GME
-15.8%
+77.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | +7.2% | -7.6% | -1.2% |
| 30D | +6.7% | +0.8% | +5.9% | +6.5% |
| 3M | -10.7% | -14.0% | +3.3% | -9.2% |
| 6M | -20.6% | -19.7% | -0.9% | -18.5% |
| YTD | -7.1% | -4.6% | -2.6% | -7.6% |
| 1Y | +62.0% | -14.3% | +76.3% | +60.9% |
| All | +62.0% | -15.8% | +77.8% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling