-3.3%
SLB vs GD
+190.3%
-193.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +1.6% |
| 7D | +0.8% | -5.3% | +6.1% | +5.1% |
| 30D | +15.8% | -6.4% | +22.3% | +21.8% |
| 3M | -0.3% | +5.7% | -6.0% | -5.5% |
| 6M | +21.3% | -0.9% | +22.3% | +20.2% |
| YTD | +52.3% | +8.2% | +44.1% | +40.0% |
| 1Y | +63.6% | +13.4% | +50.2% | +44.0% |
| 3Y | +3.8% | +68.5% | -64.7% | -36.8% |
| 5Y | +128.6% | +97.2% | +31.5% | +19.9% |
| All | -3.3% | +190.3% | -193.7% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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