+62.5%
SLB vs GD
+94.5%
-32.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -7.1% | -5.0% | -2.1% | -4.1% |
| 30D | +4.1% | +8.9% | -4.8% | -1.6% |
| 3M | -2.6% | -8.0% | +5.4% | +2.3% |
| 6M | -8.6% | +2.9% | -11.5% | -11.2% |
| YTD | +32.2% | +7.1% | +25.1% | +24.0% |
| 1Y | +40.7% | +5.9% | +34.7% | +32.9% |
| 3Y | -4.5% | +53.9% | -58.4% | -33.6% |
| All | +62.5% | +94.5% | -32.0% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling