+958.5%
SLB vs GAP
+2,258.2%
-1,299.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +0.8% | -4.5% | +5.3% | +1.7% |
| 30D | +15.8% | +9.0% | +6.8% | +13.5% |
| 3M | -0.3% | +5.0% | -5.3% | -1.9% |
| 6M | +21.3% | -17.8% | +39.2% | +24.7% |
| YTD | +52.3% | -10.4% | +62.7% | +53.3% |
| 1Y | +63.6% | -3.4% | +67.0% | +61.1% |
| 3Y | +3.8% | +111.5% | -107.7% | -19.6% |
| 5Y | +128.6% | +8.8% | +119.8% | +93.1% |
| 10Y | -3.1% | +32.9% | -36.0% | -29.1% |
| All | +958.5% | +2,258.2% | -1,299.7% | +385.2% |
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