+248.5%
SLV vs GME
+542.1%
-293.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.7% |
| 7D | +5.6% | +5.8% | -0.1% | +5.5% |
| 30D | -12.1% | -3.7% | -8.5% | -12.1% |
| 3M | -16.3% | +33.6% | -49.8% | -16.8% |
| 6M | -34.1% | +5.4% | -39.5% | -34.2% |
| YTD | -25.3% | +27.4% | -52.7% | -25.7% |
| 1Y | +9.6% | +19.0% | -9.4% | +9.1% |
| 3Y | +132.7% | +101.5% | +31.2% | +124.7% |
| 5Y | +113.7% | -50.5% | +164.1% | +109.0% |
| 10Y | +175.9% | +493.3% | -317.5% | +123.9% |
| All | +248.5% | +542.1% | -293.6% | +120.9% |
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 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