+175.8%
SLV vs GME
+475.1%
-299.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | -5.8% | +2.9% | -8.8% | -5.9% |
| 30D | -12.1% | -4.8% | -7.3% | -12.1% |
| 3M | -24.1% | +39.2% | -63.3% | -24.4% |
| 6M | -44.4% | +17.1% | -61.5% | -44.5% |
| YTD | -31.5% | +28.7% | -60.2% | -31.8% |
| 1Y | -6.9% | +23.3% | -30.3% | -7.2% |
| 3Y | +116.0% | +112.9% | +3.1% | +112.2% |
| 5Y | +88.4% | -48.8% | +137.3% | +86.2% |
| All | +175.8% | +475.1% | -299.3% | +158.7% |
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