+958.5%
SLB vs GFI
+688.7%
+269.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +0.8% | +3.1% | -2.3% | +0.5% |
| 30D | +15.8% | +27.1% | -11.3% | +12.6% |
| 3M | -0.3% | +21.2% | -21.5% | -2.9% |
| 6M | +21.3% | -4.5% | +25.8% | +20.8% |
| YTD | +52.3% | +11.7% | +40.6% | +48.4% |
| 1Y | +63.6% | +46.0% | +17.6% | +53.9% |
| 3Y | +3.8% | +309.6% | -305.8% | -15.0% |
| 5Y | +128.6% | +506.0% | -377.4% | +74.5% |
| 10Y | -3.1% | +1,009.2% | -1,012.3% | -36.9% |
| All | +958.5% | +688.7% | +269.8% | +485.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling