+510.2%
GEV vs SLB
-1.3%
+511.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.6% |
| 7D | -13.2% | -4.3% | -8.9% | -11.8% |
| 30D | -20.6% | +1.9% | -22.6% | -21.0% |
| 3M | -19.5% | -5.7% | -13.8% | -18.1% |
| 6M | -23.3% | -5.3% | -17.9% | -22.5% |
| YTD | +22.2% | +32.2% | -9.9% | +8.5% |
| 1Y | +37.8% | +38.5% | -0.7% | +19.9% |
| All | +510.2% | -1.3% | +511.5% | +537.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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