+25.1%
GILD vs SLB
+59.4%
-34.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -4.8% | -2.5% | -2.3% | -4.8% |
| 30D | +5.8% | +7.1% | -1.3% | +5.4% |
| 3M | +14.9% | +0.6% | +14.3% | +15.2% |
| 6M | -0.4% | +17.6% | -17.9% | -1.5% |
| YTD | +18.5% | +48.5% | -29.9% | +16.9% |
| 1Y | +25.1% | +59.4% | -34.3% | +25.4% |
| All | +25.1% | +59.4% | -34.3% | +25.4% |
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