+8.8%
SLB vs GWRE
+793.8%
-785.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.1% | +0.6% |
| 7D | +0.4% | -25.6% | +26.0% | +5.0% |
| 30D | +13.6% | -12.2% | +25.8% | +15.3% |
| 3M | +1.5% | +17.7% | -16.2% | -3.0% |
| 6M | +23.0% | -11.3% | +34.4% | +22.4% |
| YTD | +51.2% | -25.5% | +76.7% | +54.7% |
| 1Y | +63.5% | -42.8% | +106.3% | +76.2% |
| 3Y | +2.5% | +59.0% | -56.5% | -13.9% |
| 5Y | +139.2% | +21.6% | +117.6% | +109.1% |
| 10Y | -4.8% | +139.2% | -144.0% | -29.4% |
| All | +8.8% | +793.8% | -785.0% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling