+521.8%
GLW vs SLB
-16.9%
+538.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -11.1% | -4.3% | -6.8% | -9.7% |
| 30D | -28.4% | +1.9% | -30.4% | -28.8% |
| 3M | -28.8% | -5.7% | -23.1% | -27.5% |
| 6M | -39.8% | -5.3% | -34.5% | -39.0% |
| YTD | +28.7% | +32.2% | -3.4% | +17.6% |
| 1Y | +27.7% | +38.5% | -10.8% | +14.9% |
| 3Y | +331.3% | +1.1% | +330.2% | +316.3% |
| 5Y | +233.4% | +70.3% | +163.2% | +156.5% |
| 10Y | +521.8% | -17.3% | +539.1% | +429.5% |
| All | +521.8% | -16.9% | +538.6% | +429.5% |
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