+195.7%
SLB vs GME
+1,450.5%
-1,254.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.4% | +0.3% |
| 7D | -7.1% | +3.7% | -10.8% | -7.4% |
| 30D | +4.1% | +2.2% | +1.9% | +3.9% |
| 3M | -2.6% | +30.6% | -33.3% | -4.7% |
| 6M | -8.6% | -0.2% | -8.4% | -8.8% |
| YTD | +32.2% | +25.1% | +7.1% | +29.5% |
| 1Y | +40.7% | +17.7% | +23.0% | +38.3% |
| 3Y | -4.5% | +85.7% | -90.2% | -17.9% |
| 5Y | +66.4% | -52.9% | +119.2% | +51.2% |
| 10Y | -15.1% | +504.9% | -520.0% | -71.9% |
| All | +195.7% | +1,450.5% | -1,254.8% | -25.5% |
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