+958.5%
SLB vs GIS
+1,507.8%
-549.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.8% |
| 7D | +0.8% | -7.8% | +8.7% | +2.9% |
| 30D | +15.8% | +6.6% | +9.3% | +13.9% |
| 3M | -0.3% | +21.0% | -21.3% | -5.6% |
| 6M | +21.3% | -9.1% | +30.4% | +23.5% |
| YTD | +52.3% | -13.6% | +65.9% | +56.8% |
| 1Y | +63.6% | -18.0% | +81.6% | +70.5% |
| 3Y | +3.8% | -33.7% | +37.4% | +13.0% |
| 5Y | +128.6% | -19.4% | +148.1% | +132.5% |
| 10Y | -3.1% | -21.3% | +18.2% | -3.9% |
| All | +958.5% | +1,507.8% | -549.3% | +362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling