+139.2%
SLB vs GIS
-21.0%
+160.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +0.4% | -8.3% | +8.7% | +1.4% |
| 30D | +13.6% | +2.2% | +11.4% | +13.3% |
| 3M | +1.5% | +15.7% | -14.2% | -0.4% |
| 6M | +23.0% | -12.0% | +35.0% | +25.6% |
| YTD | +51.2% | -15.0% | +66.2% | +54.9% |
| 1Y | +63.5% | -20.1% | +83.6% | +68.8% |
| 3Y | +2.5% | -34.6% | +37.1% | +7.4% |
| 5Y | +139.2% | -22.8% | +162.0% | +132.8% |
| All | +139.2% | -21.0% | +160.2% | +132.8% |
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