+69.0%
SLB vs GFS
-13.5%
+82.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.1% |
| 7D | -3.7% | -3.1% | -0.6% | -3.3% |
| 30D | +2.9% | -16.0% | +18.9% | +5.8% |
| 3M | +0.2% | -24.7% | +24.9% | +4.6% |
| 6M | -4.4% | -45.1% | +40.7% | +4.3% |
| YTD | +33.4% | +16.5% | +17.0% | +24.2% |
| 1Y | +40.8% | +19.3% | +21.4% | +30.3% |
| 3Y | +3.2% | -20.0% | +23.1% | -0.7% |
| 5Y | +64.8% | -32.0% | +96.8% | +59.7% |
| All | +69.0% | -13.5% | +82.4% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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