+66.3%
SLB vs GTLB
-49.0%
+115.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | -7.1% | -11.1% | +4.0% | -6.5% |
| 30D | +4.1% | -7.5% | +11.6% | +4.5% |
| 3M | -2.6% | +34.8% | -37.4% | -4.3% |
| 6M | -8.6% | +98.0% | -106.5% | -12.3% |
| YTD | +32.2% | +28.1% | +4.1% | +29.7% |
| 1Y | +40.7% | +5.6% | +35.1% | +39.4% |
| 3Y | -4.5% | +15.9% | -20.5% | -7.2% |
| 5Y | +66.4% | -61.1% | +127.4% | +65.6% |
| All | +66.3% | -49.0% | +115.3% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling