+240.7%
SLB vs GME
+1,082.6%
-841.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | +0.8% | +7.2% | -6.4% | +0.3% |
| 30D | +15.8% | +0.8% | +15.0% | +15.7% |
| 3M | -0.3% | -14.0% | +13.6% | +0.6% |
| 6M | +21.3% | -19.7% | +41.1% | +22.9% |
| YTD | +52.3% | -4.6% | +56.9% | +52.3% |
| 1Y | +63.6% | -14.3% | +78.0% | +64.7% |
| 3Y | +3.8% | +4.0% | -0.3% | -6.7% |
| 5Y | +128.6% | -62.2% | +190.8% | +111.2% |
| 10Y | -3.1% | +241.4% | -244.4% | -64.8% |
| All | +240.7% | +1,082.6% | -841.9% | -12.4% |
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