+63.5%
SLB vs GAP
-3.2%
+66.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | +1.7% | -1.3% | +0.2% |
| 30D | +13.6% | +9.3% | +4.3% | +12.0% |
| 3M | +1.5% | +6.1% | -4.6% | +0.4% |
| 6M | +23.0% | -2.3% | +25.3% | +22.3% |
| YTD | +51.2% | -10.6% | +61.8% | +52.2% |
| 1Y | +63.5% | -4.4% | +67.9% | +56.5% |
| All | +63.5% | -3.2% | +66.7% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling