-0.7%
SLB vs GH
+459.8%
-460.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -4.3% | -11.2% | +7.0% | -3.4% |
| 30D | +1.9% | -7.2% | +9.2% | +2.5% |
| 3M | -5.7% | -7.1% | +1.4% | -5.3% |
| 6M | -5.3% | +62.3% | -67.7% | -9.9% |
| YTD | +32.2% | +52.1% | -19.9% | +26.0% |
| 1Y | +38.5% | +58.6% | -20.2% | +31.5% |
| 3Y | +1.1% | +619.9% | -618.7% | -18.9% |
| 5Y | +70.3% | +49.7% | +20.6% | +50.4% |
| All | -0.7% | +459.8% | -460.5% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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