+524.5%
GLW vs SLB
-12.7%
+537.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -5.0% |
| 7D | +7.5% | +3.5% | +4.0% | +6.4% |
| 30D | -19.0% | +6.5% | -25.5% | -20.5% |
| 3M | -27.9% | -0.2% | -27.7% | -27.9% |
| 6M | -44.6% | -5.7% | -38.8% | -43.8% |
| YTD | +31.0% | +36.8% | -5.9% | +18.4% |
| 1Y | +39.7% | +45.8% | -6.1% | +23.9% |
| 3Y | +338.2% | +3.4% | +334.8% | +320.2% |
| 5Y | +228.4% | +76.1% | +152.3% | +150.0% |
| All | +524.5% | -12.7% | +537.2% | +427.1% |
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