+254.6%
GLW vs SLB
+73.1%
+181.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.3% | +6.9% |
| 7D | +1.4% | -1.2% | +2.6% | +1.9% |
| 30D | -18.2% | +4.5% | -22.7% | -19.0% |
| 3M | -24.2% | -4.6% | -19.6% | -23.3% |
| 6M | -41.7% | -6.3% | -35.5% | -40.8% |
| YTD | +38.3% | +35.0% | +3.3% | +29.3% |
| 1Y | +38.2% | +38.8% | -0.6% | +28.3% |
| 3Y | +363.4% | +3.3% | +360.1% | +348.1% |
| 5Y | +254.6% | +73.6% | +180.9% | +195.2% |
| All | +254.6% | +73.1% | +181.5% | +195.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling