+3.2%
SLB vs GD
+68.4%
-65.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +1.0% |
| 7D | +0.8% | -5.3% | +6.1% | +3.5% |
| 30D | +15.8% | -6.4% | +22.3% | +19.5% |
| 3M | -0.3% | +5.7% | -6.0% | -3.5% |
| 6M | +21.3% | -0.9% | +22.3% | +21.7% |
| YTD | +52.3% | +8.2% | +44.1% | +44.7% |
| 1Y | +63.6% | +13.4% | +50.2% | +50.8% |
| All | +3.2% | +68.4% | -65.2% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling