+627.7%
GEV vs SLB
+12.8%
+614.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +3.2% | -1.9% | +5.0% | +3.7% |
| 30D | -4.0% | +7.8% | -11.8% | -6.5% |
| 3M | +3.4% | +2.7% | +0.7% | +2.2% |
| 6M | +14.7% | +22.2% | -7.5% | +6.1% |
| YTD | +45.8% | +51.1% | -5.3% | +23.8% |
| 1Y | +57.4% | +63.3% | -6.0% | +29.3% |
| All | +627.7% | +12.8% | +614.8% | +628.0% |
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