+90.1%
SLB vs GTLB
-50.8%
+140.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | 0.0% |
| 7D | -1.9% | -6.6% | +4.7% | -1.5% |
| 30D | +7.8% | +13.7% | -6.0% | +7.0% |
| 3M | +2.7% | +52.9% | -50.2% | +0.2% |
| 6M | +22.2% | +88.5% | -66.3% | +17.4% |
| YTD | +51.1% | +23.4% | +27.6% | +48.6% |
| 1Y | +63.3% | -3.8% | +67.2% | +62.8% |
| 3Y | +2.4% | -11.5% | +13.9% | +0.9% |
| All | +90.1% | -50.8% | +140.9% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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