+105.1%
EOG vs GTLB
-50.1%
+155.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.5% | -5.7% | +7.2% | +1.7% |
| 30D | +2.9% | +15.1% | -12.2% | +2.3% |
| 3M | +8.7% | +65.5% | -56.7% | +6.4% |
| 6M | +12.9% | +102.9% | -90.0% | +9.3% |
| YTD | +43.8% | +25.2% | +18.6% | +41.9% |
| 1Y | +27.1% | -5.5% | +32.6% | +26.8% |
| 3Y | +25.9% | -10.9% | +36.8% | +24.2% |
| All | +105.1% | -50.1% | +155.2% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling