+3,012.0%
GLW vs SLB
+820.7%
+2,191.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.7% | -9.2% | -11.7% |
| 7D | -19.7% | -7.7% | -12.0% | -17.5% |
| 30D | -38.8% | -0.7% | -38.1% | -38.6% |
| 3M | -33.9% | 0.0% | -33.8% | -34.1% |
| 6M | -36.0% | -10.4% | -25.5% | -34.1% |
| YTD | +18.7% | +31.5% | -12.7% | +7.8% |
| 1Y | +19.8% | +39.1% | -19.4% | +6.7% |
| 3Y | +294.3% | -5.7% | +300.0% | +287.3% |
| 5Y | +205.7% | +65.4% | +140.3% | +136.3% |
| 10Y | +493.8% | -15.6% | +509.3% | +413.7% |
| All | +3,012.0% | +820.7% | +2,191.3% | +1,299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling