-5.8%
SLB vs GFI
+1,066.8%
-1,072.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -2.5% | -4.9% | +2.3% | -2.2% |
| 30D | +7.1% | +10.7% | -3.6% | +6.3% |
| 3M | +0.6% | +25.6% | -25.0% | -1.1% |
| 6M | +17.6% | -8.3% | +25.9% | +17.6% |
| YTD | +48.5% | +6.3% | +42.2% | +46.8% |
| 1Y | +59.4% | +22.1% | +37.3% | +55.8% |
| 3Y | -0.4% | +289.2% | -289.5% | -10.6% |
| 5Y | +133.8% | +531.7% | -397.9% | +102.7% |
| All | -5.8% | +1,066.8% | -1,072.7% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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