+62.5%
SLB vs GAP
+5.0%
+57.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.2% |
| 7D | -7.1% | -3.8% | -3.3% | -6.6% |
| 30D | +4.1% | -9.0% | +13.1% | +5.3% |
| 3M | -2.6% | +5.5% | -8.1% | -3.8% |
| 6M | -8.6% | -11.1% | +2.5% | -7.8% |
| YTD | +32.2% | -13.6% | +45.8% | +33.3% |
| 1Y | +40.7% | -2.9% | +43.5% | +39.0% |
| 3Y | -4.5% | +69.6% | -74.1% | -16.1% |
| All | +62.5% | +5.0% | +57.5% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling