+46.2%
SLB vs GM
+37.1%
+9.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -2.1% |
| 7D | -4.1% | +12.1% | -16.1% | -6.6% |
| 30D | +2.5% | +15.2% | -12.7% | -1.0% |
| 3M | +2.0% | +4.9% | -2.9% | +0.9% |
| 6M | -6.3% | +22.6% | -29.0% | -12.6% |
| YTD | +36.5% | +14.4% | +22.1% | +30.0% |
| 1Y | +46.2% | +39.4% | +6.8% | +25.8% |
| All | +46.2% | +37.1% | +9.1% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling