+37.4%
GILD vs SLB
+68.3%
-30.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.6% | +0.8% | +2.8% | +3.6% |
| 30D | +14.6% | +15.8% | -1.2% | +13.9% |
| 3M | +17.7% | -0.3% | +18.0% | +18.1% |
| 6M | +3.1% | +21.3% | -18.2% | +1.9% |
| YTD | +24.5% | +52.3% | -27.8% | +23.2% |
| 1Y | +37.4% | +63.6% | -26.2% | +37.9% |
| All | +37.4% | +68.3% | -30.9% | +37.9% |
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