+1.4%
SLB vs GIS
-35.3%
+36.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -1.9% | -8.6% | +6.7% | -0.9% |
| 30D | +7.8% | -0.5% | +8.2% | +7.9% |
| 3M | +2.7% | +11.9% | -9.2% | +1.2% |
| 6M | +22.2% | -11.6% | +33.8% | +25.2% |
| YTD | +51.1% | -16.3% | +67.4% | +56.1% |
| 1Y | +63.3% | -21.8% | +85.1% | +70.3% |
| All | +1.4% | -35.3% | +36.7% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling