+73.3%
SLB vs GFS
-11.4%
+84.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.0% |
| 7D | +3.5% | +7.4% | -3.9% | +2.2% |
| 30D | +6.5% | -15.3% | +21.8% | +9.3% |
| 3M | -0.2% | -21.1% | +20.9% | +3.4% |
| 6M | -5.7% | -44.5% | +38.8% | +2.8% |
| YTD | +36.8% | +19.2% | +17.6% | +26.8% |
| 1Y | +45.8% | +27.2% | +18.5% | +33.3% |
| 3Y | +3.4% | -20.1% | +23.5% | -0.7% |
| 5Y | +76.1% | -25.6% | +101.7% | +67.6% |
| All | +73.3% | -11.4% | +84.7% | +58.3% |
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