+25.6%
EOG vs GTLB
-12.2%
+37.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.2% |
| 7D | -1.3% | -6.6% | +5.3% | -1.1% |
| 30D | +3.4% | +13.7% | -10.4% | +2.9% |
| 3M | +7.8% | +52.9% | -45.1% | +6.4% |
| 6M | +13.4% | +88.5% | -75.1% | +10.8% |
| YTD | +43.5% | +23.4% | +20.0% | +42.3% |
| 1Y | +29.7% | -3.8% | +33.5% | +30.0% |
| All | +25.6% | -12.2% | +37.8% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling