-5.1%
SLB vs GD
+55.3%
-60.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -2.6% |
| 7D | -7.7% | -3.9% | -3.8% | -5.9% |
| 30D | -0.7% | +8.1% | -8.8% | -4.6% |
| 3M | 0.0% | -6.8% | +6.7% | +3.2% |
| 6M | -10.4% | +3.0% | -13.4% | -12.4% |
| YTD | +31.5% | +7.8% | +23.7% | +24.7% |
| 1Y | +39.1% | +5.8% | +33.3% | +33.4% |
| All | -5.1% | +55.3% | -60.4% | -29.8% |
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