+333.1%
SLV vs GME
+380.8%
-47.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | +7.2% | -7.6% | -0.5% |
| 30D | +6.7% | +0.8% | +5.9% | +6.7% |
| 3M | -10.7% | -14.0% | +3.3% | -10.4% |
| 6M | -20.6% | -19.7% | -0.9% | -20.3% |
| YTD | -7.1% | -4.6% | -2.6% | -7.1% |
| 1Y | +62.0% | -14.3% | +76.3% | +62.3% |
| 3Y | +169.8% | +4.0% | +165.8% | +163.8% |
| 5Y | +161.5% | -62.2% | +223.7% | +157.1% |
| 10Y | +224.4% | +241.4% | -17.0% | +170.3% |
| All | +333.1% | +380.8% | -47.7% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling