-4.8%
SLB vs GAP
+34.2%
-38.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | +1.7% | -1.3% | 0.0% |
| 30D | +13.6% | +9.3% | +4.3% | +10.7% |
| 3M | +1.5% | +6.1% | -4.6% | -0.6% |
| 6M | +23.0% | -2.3% | +25.3% | +21.9% |
| YTD | +51.2% | -10.6% | +61.8% | +52.4% |
| 1Y | +63.5% | -4.4% | +67.9% | +60.7% |
| 3Y | +2.5% | +118.3% | -115.8% | -27.3% |
| 5Y | +139.2% | +12.2% | +127.0% | +92.1% |
| 10Y | -4.8% | +33.7% | -38.5% | -39.8% |
| All | -4.8% | +34.2% | -38.9% | -39.8% |
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