+48.1%
SLB vs GGLL
+188.6%
-140.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -7.1% | +3.1% | -10.2% | -7.4% |
| 30D | +4.1% | -36.3% | +40.4% | +8.0% |
| 3M | -2.6% | -40.4% | +37.7% | +1.5% |
| 6M | -8.6% | -54.6% | +46.1% | -2.6% |
| YTD | +32.2% | -31.1% | +63.3% | +33.4% |
| 1Y | +40.7% | -19.2% | +59.8% | +38.6% |
| 3Y | -4.5% | +151.5% | -156.1% | -20.8% |
| All | +48.1% | +188.6% | -140.5% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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