+818.8%
SLB vs GAP
+2,175.1%
-1,356.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.4% |
| 7D | -7.1% | -3.8% | -3.3% | -6.5% |
| 30D | +4.1% | -9.0% | +13.1% | +5.9% |
| 3M | -2.6% | +5.5% | -8.1% | -4.3% |
| 6M | -8.6% | -11.1% | +2.5% | -7.6% |
| YTD | +32.2% | -13.6% | +45.8% | +33.6% |
| 1Y | +40.7% | -2.9% | +43.5% | +38.2% |
| 3Y | -4.5% | +69.6% | -74.1% | -22.2% |
| 5Y | +66.4% | +5.4% | +61.0% | +41.1% |
| 10Y | -15.1% | +17.8% | -32.9% | -36.5% |
| All | +818.8% | +2,175.1% | -1,356.3% | +322.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling