-13.1%
SLB vs GIS
-16.9%
+3.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.2% |
| 7D | +3.5% | -3.4% | +6.9% | +3.9% |
| 30D | +6.5% | +6.9% | -0.4% | +5.5% |
| 3M | -0.2% | -10.1% | +9.9% | +0.9% |
| 6M | -5.7% | +5.9% | -11.6% | -6.9% |
| YTD | +36.8% | -21.1% | +57.9% | +40.7% |
| 1Y | +45.8% | -22.5% | +68.3% | +50.3% |
| 3Y | +3.4% | -39.0% | +42.3% | +9.3% |
| 5Y | +76.1% | -33.3% | +109.5% | +82.1% |
| All | -13.1% | -16.9% | +3.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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