+38.2%
GLW vs SLB
+40.3%
-2.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.3% | +6.6% |
| 7D | +1.4% | -1.2% | +2.6% | +2.1% |
| 30D | -18.2% | +4.5% | -22.7% | -19.3% |
| 3M | -24.2% | -4.6% | -19.6% | -22.6% |
| 6M | -41.7% | -6.3% | -35.5% | -38.9% |
| YTD | +38.3% | +35.0% | +3.3% | +32.1% |
| 1Y | +38.2% | +38.8% | -0.6% | +33.1% |
| All | +38.2% | +40.3% | -2.1% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling