+44.2%
GEV vs SLB
+46.1%
-1.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.3% |
| 7D | +3.7% | +3.5% | +0.2% | +2.9% |
| 30D | -14.7% | +6.5% | -21.2% | -15.7% |
| 3M | -23.4% | -0.2% | -23.2% | -23.4% |
| 6M | -24.3% | -5.7% | -18.6% | -22.5% |
| YTD | +23.2% | +36.8% | -13.7% | +14.4% |
| 1Y | +44.2% | +45.8% | -1.5% | +25.7% |
| All | +44.2% | +46.1% | -1.9% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling