+1,710.5%
GS vs SLB
+192.2%
+1,518.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.7% | -2.6% | -4.9% |
| 7D | -6.3% | -7.7% | +1.4% | -3.3% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | -17.7% | 0.0% | -17.6% | -18.3% |
| 6M | -4.6% | -10.4% | +5.9% | -1.7% |
| YTD | +0.3% | +31.5% | -31.2% | -12.3% |
| 1Y | +11.7% | +39.1% | -27.4% | -4.7% |
| 3Y | +183.6% | -5.7% | +189.3% | +176.1% |
| 5Y | +141.0% | +65.4% | +75.5% | +73.2% |
| 10Y | +507.4% | -15.6% | +523.0% | +407.2% |
| All | +1,710.5% | +192.2% | +1,518.3% | +833.6% |
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