+212.6%
GLW vs SLB
+65.5%
+147.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -13.9% | -7.1% | -6.8% | -12.2% |
| 30D | -35.0% | +4.1% | -39.1% | -35.6% |
| 3M | -32.4% | -2.6% | -29.7% | -32.0% |
| 6M | -41.3% | -8.6% | -32.8% | -40.1% |
| YTD | +21.8% | +32.2% | -10.4% | +14.5% |
| 1Y | +21.8% | +40.7% | -18.8% | +12.9% |
| 3Y | +307.7% | -4.5% | +312.2% | +300.8% |
| All | +212.6% | +65.5% | +147.2% | +168.1% |
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 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