+139.2%
SLB vs GME
-62.6%
+201.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +13.6% | -1.4% | +15.0% | +13.6% |
| 3M | +1.5% | -15.1% | +16.6% | +2.1% |
| 6M | +23.0% | -22.5% | +45.5% | +24.1% |
| YTD | +51.2% | -5.9% | +57.1% | +51.3% |
| 1Y | +63.5% | -18.6% | +82.1% | +64.4% |
| 3Y | +2.5% | +6.7% | -4.2% | -4.3% |
| 5Y | +139.2% | -62.0% | +201.2% | +133.1% |
| All | +139.2% | -62.6% | +201.8% | +133.1% |
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