+542.4%
GLW vs SLB
-15.8%
+558.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.3% | +9.0% |
| 7D | -5.9% | -3.7% | -2.2% | -4.6% |
| 30D | -26.0% | +2.9% | -28.9% | -26.6% |
| 3M | -29.9% | +0.2% | -30.1% | -30.1% |
| 6M | -37.8% | -4.4% | -33.3% | -37.2% |
| YTD | +33.1% | +33.4% | -0.3% | +21.3% |
| 1Y | +36.8% | +40.8% | -4.0% | +22.5% |
| 3Y | +356.1% | +3.2% | +352.9% | +337.5% |
| 5Y | +243.8% | +64.8% | +179.0% | +167.5% |
| 10Y | +542.4% | -16.6% | +559.0% | +445.1% |
| All | +542.4% | -15.8% | +558.2% | +445.1% |
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