+33,242.5%
GILD vs SLB
+664.7%
+32,577.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | -4.2% | -2.4% | -1.8% | -3.8% |
| 30D | +6.7% | +4.9% | +1.8% | +5.5% |
| 3M | +20.0% | +1.4% | +18.6% | +19.0% |
| 6M | -1.3% | +17.6% | -19.0% | -5.4% |
| YTD | +19.4% | +48.3% | -28.9% | +9.0% |
| 1Y | +28.9% | +58.7% | -29.8% | +15.7% |
| 3Y | +110.3% | +0.6% | +109.7% | +103.1% |
| 5Y | +144.8% | +133.6% | +11.3% | +88.3% |
| 10Y | +164.4% | -4.4% | +168.8% | +129.4% |
| All | +33,242.5% | +664.7% | +32,577.7% | +16,157.0% |
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 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