+3.4%
SLB vs GNRC
+86.4%
-83.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +3.5% | +7.9% | -4.4% | +1.9% |
| 30D | +6.5% | -3.7% | +10.2% | +6.9% |
| 3M | -0.2% | -11.9% | +11.7% | +1.4% |
| 6M | -5.7% | -28.6% | +22.9% | -0.8% |
| YTD | +36.8% | +39.9% | -3.1% | +19.8% |
| 1Y | +45.8% | +23.4% | +22.4% | +31.3% |
| 3Y | +3.4% | +84.2% | -80.9% | -18.0% |
| All | +3.4% | +86.4% | -83.0% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling