+47.3%
SLB vs GGLL
+184.7%
-137.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -3.3% |
| 7D | -7.7% | -1.3% | -6.5% | -7.7% |
| 30D | -0.7% | -36.3% | +35.5% | +3.0% |
| 3M | 0.0% | -42.7% | +42.7% | +4.6% |
| 6M | -10.4% | -53.1% | +42.6% | -5.0% |
| YTD | +31.5% | -32.1% | +63.5% | +32.8% |
| 1Y | +39.1% | -20.1% | +59.2% | +37.2% |
| 3Y | -5.7% | +151.7% | -157.4% | -21.7% |
| All | +47.3% | +184.7% | -137.4% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling