+562.0%
GLW vs SLB
-14.8%
+576.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.3% | +6.8% |
| 7D | +1.4% | -1.2% | +2.6% | +2.0% |
| 30D | -18.2% | +4.5% | -22.7% | -19.2% |
| 3M | -24.2% | -4.6% | -19.6% | -23.1% |
| 6M | -41.7% | -6.3% | -35.5% | -40.8% |
| YTD | +38.3% | +35.0% | +3.3% | +25.6% |
| 1Y | +38.2% | +38.8% | -0.6% | +24.3% |
| 3Y | +363.4% | +3.3% | +360.1% | +344.5% |
| 5Y | +254.6% | +73.6% | +180.9% | +171.2% |
| 10Y | +562.0% | -14.2% | +576.2% | +461.8% |
| All | +562.0% | -14.8% | +576.8% | +461.8% |
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