-16.6%
SLB vs GME
+520.4%
-537.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | +0.9% |
| 7D | -3.7% | +5.8% | -9.5% | -3.9% |
| 30D | +2.9% | -3.7% | +6.6% | +3.0% |
| 3M | +0.2% | +33.6% | -33.3% | -0.9% |
| 6M | -4.4% | +5.4% | -9.8% | -4.8% |
| YTD | +33.4% | +27.4% | +6.0% | +32.0% |
| 1Y | +40.8% | +19.0% | +21.8% | +39.5% |
| 3Y | +3.2% | +101.5% | -98.3% | -4.3% |
| 5Y | +64.8% | -50.5% | +115.3% | +57.2% |
| 10Y | -16.6% | +493.3% | -509.9% | -58.2% |
| All | -16.6% | +520.4% | -537.0% | -58.2% |
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 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