+185.7%
GS vs SLB
+132.5%
+53.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | -1.6% | +15.8% | -17.4% | -5.7% |
| 3M | -4.5% | -0.3% | -4.1% | -4.8% |
| 6M | +20.9% | +21.3% | -0.5% | +13.5% |
| YTD | +19.9% | +52.3% | -32.4% | +5.1% |
| 1Y | +41.4% | +63.6% | -22.2% | +20.9% |
| 3Y | +239.2% | +3.8% | +235.4% | +218.2% |
| All | +185.7% | +132.5% | +53.2% | +105.8% |
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 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