+122.7%
SLB vs GWRE
+15.1%
+107.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -2.5% | -13.2% | +10.7% | -1.8% |
| 30D | +7.1% | -18.6% | +25.7% | +8.0% |
| 3M | +0.6% | +18.9% | -18.3% | -1.0% |
| 6M | +17.6% | -11.0% | +28.5% | +17.3% |
| YTD | +48.5% | -29.9% | +78.4% | +50.6% |
| 1Y | +59.4% | -44.3% | +103.7% | +64.9% |
| 3Y | -0.4% | +51.7% | -52.0% | -5.9% |
| All | +122.7% | +15.1% | +107.7% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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