+167.8%
SLV vs GME
-62.6%
+230.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.7% |
| 7D | +2.5% | +0.4% | +2.1% | +2.5% |
| 30D | +3.3% | -1.4% | +4.7% | +3.3% |
| 3M | -3.6% | -15.1% | +11.6% | -3.2% |
| 6M | -21.8% | -22.5% | +0.7% | -21.3% |
| YTD | -7.8% | -5.9% | -1.9% | -7.8% |
| 1Y | +58.3% | -18.6% | +76.9% | +58.9% |
| 3Y | +182.6% | +6.7% | +175.9% | +175.3% |
| 5Y | +167.8% | -62.0% | +229.8% | +169.0% |
| All | +167.8% | -62.6% | +230.4% | +169.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling