+139.2%
SLB vs GM
+84.0%
+55.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +13.6% | -1.8% | +15.4% | +14.2% |
| 3M | +1.5% | +2.6% | -1.1% | +0.3% |
| 6M | +23.0% | +14.6% | +8.5% | +16.6% |
| YTD | +51.2% | +6.2% | +45.0% | +46.8% |
| 1Y | +63.5% | +48.7% | +14.8% | +41.1% |
| 3Y | +2.5% | +168.3% | -165.8% | -29.6% |
| 5Y | +139.2% | +82.8% | +56.4% | +57.8% |
| All | +139.2% | +84.0% | +55.2% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling