+2,064.0%
GS vs SLB
+238.6%
+1,825.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | +0.8% | +0.1% | +0.5% |
| 30D | -1.6% | +15.8% | -17.4% | -7.6% |
| 3M | -4.5% | -0.3% | -4.1% | -5.3% |
| 6M | +20.9% | +21.3% | -0.5% | +10.2% |
| YTD | +19.9% | +52.3% | -32.4% | -0.8% |
| 1Y | +41.4% | +63.6% | -22.2% | +13.0% |
| 3Y | +239.2% | +3.8% | +235.4% | +217.8% |
| 5Y | +185.0% | +128.6% | +56.4% | +79.0% |
| 10Y | +655.0% | -3.1% | +658.0% | +498.4% |
| All | +2,064.0% | +238.6% | +1,825.5% | +955.9% |
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