+76.4%
SLB vs GFI
+300.1%
-223.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +3.5% | -8.7% | +12.2% | +4.3% |
| 30D | +6.5% | +0.6% | +5.9% | +6.3% |
| 3M | -0.2% | -7.5% | +7.2% | +0.2% |
| 6M | -5.7% | -18.3% | +12.6% | -4.6% |
| YTD | +36.8% | -13.8% | +50.6% | +36.8% |
| 1Y | +45.8% | -8.8% | +54.6% | +44.8% |
| 3Y | +3.4% | +215.8% | -212.5% | -13.3% |
| All | +76.4% | +300.1% | -223.7% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling