+159.7%
GILD vs SLB
-4.6%
+164.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -4.8% | -2.5% | -2.3% | -4.6% |
| 30D | +5.8% | +7.1% | -1.3% | +4.9% |
| 3M | +14.9% | +0.6% | +14.3% | +14.6% |
| 6M | -0.4% | +17.6% | -17.9% | -2.5% |
| YTD | +18.5% | +48.5% | -29.9% | +13.0% |
| 1Y | +25.1% | +59.4% | -34.3% | +18.3% |
| 3Y | +105.9% | -0.4% | +106.2% | +102.6% |
| 5Y | +143.0% | +133.8% | +9.2% | +110.6% |
| All | +159.7% | -4.6% | +164.3% | +152.0% |
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