+620.7%
GEV vs SLB
+13.7%
+607.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.3% | +0.8% | +2.5% | +2.9% |
| 30D | -7.5% | +15.8% | -23.3% | -12.1% |
| 3M | -2.2% | -0.3% | -1.8% | -2.1% |
| 6M | +12.1% | +21.3% | -9.3% | +4.0% |
| YTD | +44.4% | +52.3% | -7.9% | +22.4% |
| 1Y | +57.7% | +63.6% | -5.9% | +29.6% |
| All | +620.7% | +13.7% | +607.0% | +619.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling