+183.2%
SLV vs GME
+484.8%
-301.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -1.1% | +1.6% | -2.7% | -1.1% |
| 30D | -14.2% | -6.2% | -8.0% | -14.1% |
| 3M | -20.3% | +35.8% | -56.1% | -20.6% |
| 6M | -40.2% | +10.3% | -50.5% | -40.3% |
| YTD | -27.6% | +27.2% | -54.8% | -27.8% |
| 1Y | +0.4% | +19.1% | -18.7% | +0.1% |
| 3Y | +129.4% | +103.7% | +25.6% | +125.4% |
| 5Y | +99.8% | -50.0% | +149.8% | +97.5% |
| 10Y | +183.2% | +471.4% | -288.2% | +168.7% |
| All | +183.2% | +484.8% | -301.6% | +168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling