+486.7%
GS vs SLB
-16.2%
+502.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.6% |
| 7D | -3.2% | -7.1% | +3.9% | -0.5% |
| 30D | -2.4% | +4.1% | -6.5% | -4.0% |
| 3M | -15.7% | -2.6% | -13.1% | -15.4% |
| 6M | -6.8% | -8.6% | +1.8% | -4.9% |
| YTD | -0.1% | +32.2% | -32.3% | -12.1% |
| 1Y | +12.1% | +40.7% | -28.6% | -4.0% |
| 3Y | +185.8% | -4.5% | +190.3% | +177.2% |
| 5Y | +140.1% | +66.4% | +73.7% | +73.2% |
| All | +486.7% | -16.2% | +502.9% | +343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling