+67.3%
SLB vs GFS
-13.3%
+80.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -4.3% | -5.3% | +1.0% | -3.5% |
| 30D | +1.9% | -15.8% | +17.7% | +4.8% |
| 3M | -5.7% | -18.6% | +12.9% | -2.8% |
| 6M | -5.3% | -45.0% | +39.6% | +3.3% |
| YTD | +32.2% | +16.8% | +15.4% | +23.0% |
| 1Y | +38.5% | +17.8% | +20.7% | +28.5% |
| 3Y | +1.1% | -21.5% | +22.7% | -2.5% |
| 5Y | +70.3% | -29.3% | +99.6% | +63.7% |
| All | +67.3% | -13.3% | +80.6% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling