-5.8%
SLB vs GNRC
+448.8%
-454.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.6% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +7.1% | -15.7% | +22.8% | +11.2% |
| 3M | +0.6% | -27.3% | +28.0% | +7.1% |
| 6M | +17.6% | -12.1% | +29.7% | +18.4% |
| YTD | +48.5% | +37.1% | +11.3% | +33.7% |
| 1Y | +59.4% | -0.5% | +59.9% | +53.5% |
| 3Y | -0.4% | +61.5% | -61.9% | -17.2% |
| 5Y | +133.8% | -58.6% | +192.3% | +166.8% |
| All | -5.8% | +448.8% | -454.6% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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