-16.6%
SLB vs GAP
+20.3%
-36.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | 0.0% |
| 7D | -3.7% | 0.0% | -3.7% | -3.9% |
| 30D | +2.9% | -4.3% | +7.2% | +3.7% |
| 3M | +0.2% | +9.4% | -9.2% | -2.8% |
| 6M | -4.4% | -3.3% | -1.2% | -5.4% |
| YTD | +33.4% | -10.5% | +44.0% | +33.7% |
| 1Y | +40.8% | -2.4% | +43.2% | +37.5% |
| 3Y | +3.2% | +80.1% | -76.9% | -22.6% |
| 5Y | +64.8% | +6.5% | +58.4% | +34.4% |
| 10Y | -16.6% | +14.6% | -31.2% | -47.4% |
| All | -16.6% | +20.3% | -36.9% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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