+64.8%
SLB vs GIS
-31.9%
+96.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.1% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | +2.9% | +10.1% | -7.2% | +1.8% |
| 3M | +0.2% | -3.7% | +3.9% | +0.5% |
| 6M | -4.4% | +4.3% | -8.7% | -5.1% |
| YTD | +33.4% | -19.8% | +53.2% | +37.3% |
| 1Y | +40.8% | -20.5% | +61.2% | +45.0% |
| 3Y | +3.2% | -38.3% | +41.5% | +8.5% |
| 5Y | +64.8% | -32.2% | +97.0% | +58.4% |
| All | +64.8% | -31.9% | +96.7% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling