-14.3%
SLB vs GSK
+103.7%
-118.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.4% | +2.6% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | +4.5% | +7.8% | -3.4% | +1.5% |
| 3M | -4.6% | +0.3% | -4.9% | -5.2% |
| 6M | -6.3% | +3.4% | -9.7% | -8.2% |
| YTD | +35.0% | +5.9% | +29.0% | +30.2% |
| 1Y | +38.8% | +8.2% | +30.6% | +32.8% |
| 3Y | +3.3% | +65.3% | -62.0% | -19.8% |
| 5Y | +73.6% | +43.3% | +30.3% | +41.0% |
| All | -14.3% | +103.7% | -118.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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