+105.2%
EOG vs GTLB
-49.8%
+155.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | +1.0% | -4.1% | +5.1% | +1.2% |
| 30D | +2.8% | +12.3% | -9.5% | +2.3% |
| 3M | +5.9% | +65.9% | -60.0% | +3.6% |
| 6M | +17.1% | +104.0% | -86.9% | +13.3% |
| YTD | +43.9% | +26.0% | +17.9% | +41.9% |
| 1Y | +26.9% | -3.5% | +30.4% | +26.5% |
| 3Y | +23.6% | -9.6% | +33.2% | +21.8% |
| All | +105.2% | -49.8% | +155.0% | +98.7% |
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