-0.7%
SLB vs GH
+443.7%
-444.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.7% |
| 7D | -7.1% | -15.6% | +8.5% | -5.8% |
| 30D | +4.1% | -10.4% | +14.5% | +5.0% |
| 3M | -2.6% | -4.3% | +1.6% | -2.5% |
| 6M | -8.6% | +63.5% | -72.1% | -13.0% |
| YTD | +32.2% | +47.7% | -15.5% | +26.4% |
| 1Y | +40.7% | +56.7% | -16.1% | +33.6% |
| 3Y | -4.5% | +443.9% | -448.4% | -21.5% |
| 5Y | +66.4% | +36.9% | +29.4% | +48.3% |
| All | -0.7% | +443.7% | -444.3% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling