+493.9%
GLW vs SLB
-16.2%
+510.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -13.9% | -7.1% | -6.8% | -11.8% |
| 30D | -35.0% | +4.1% | -39.1% | -35.8% |
| 3M | -32.4% | -2.6% | -29.7% | -32.0% |
| 6M | -41.3% | -8.6% | -32.8% | -40.0% |
| YTD | +21.8% | +32.2% | -10.4% | +11.3% |
| 1Y | +21.8% | +40.7% | -18.8% | +9.1% |
| 3Y | +307.7% | -4.5% | +312.2% | +300.3% |
| 5Y | +213.7% | +66.4% | +147.3% | +143.1% |
| All | +493.9% | -16.2% | +510.1% | +405.7% |
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