-5.9%
SLB vs GM
+242.0%
-247.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -3.2% |
| 7D | -2.4% | -1.1% | -1.4% | -2.0% |
| 30D | +4.9% | -3.4% | +8.3% | +6.5% |
| 3M | +1.4% | +8.7% | -7.3% | -3.3% |
| 6M | +17.6% | +15.4% | +2.2% | +7.9% |
| YTD | +48.3% | +6.6% | +41.7% | +41.1% |
| 1Y | +58.7% | +51.5% | +7.2% | +24.9% |
| 3Y | +0.6% | +169.3% | -168.8% | -45.0% |
| 5Y | +133.6% | +81.6% | +52.0% | +49.1% |
| All | -5.9% | +242.0% | -247.9% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling