+356.1%
GLW vs SLB
+2.4%
+353.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.3% | +9.0% |
| 7D | -5.9% | -3.7% | -2.2% | -4.7% |
| 30D | -26.0% | +2.9% | -28.9% | -26.5% |
| 3M | -29.9% | +0.2% | -30.1% | -29.9% |
| 6M | -37.8% | -4.4% | -33.3% | -36.7% |
| YTD | +33.1% | +33.4% | -0.3% | +24.6% |
| 1Y | +36.8% | +40.8% | -4.0% | +26.4% |
| 3Y | +356.1% | +3.2% | +352.9% | +321.7% |
| All | +356.1% | +2.4% | +353.7% | +321.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling