+342.1%
GLW vs SLB
+132.5%
+209.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +3.8% | +0.8% | +2.9% | +3.5% |
| 30D | -1.3% | +15.8% | -17.2% | -5.1% |
| 3M | -21.8% | -0.3% | -21.5% | -21.9% |
| 6M | +6.9% | +21.3% | -14.4% | +1.8% |
| YTD | +77.2% | +52.3% | +24.9% | +60.3% |
| 1Y | +123.2% | +63.6% | +59.6% | +98.5% |
| 3Y | +400.0% | +3.8% | +396.2% | +379.7% |
| All | +342.1% | +132.5% | +209.6% | +237.1% |
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