+133.6%
SLB vs GNRC
-60.2%
+193.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.4% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +4.9% | -15.8% | +20.7% | +7.5% |
| 3M | +1.4% | -24.0% | +25.4% | +4.9% |
| 6M | +17.6% | -13.8% | +31.4% | +18.6% |
| YTD | +48.3% | +33.2% | +15.1% | +39.3% |
| 1Y | +58.7% | -1.8% | +60.5% | +55.1% |
| 3Y | +0.6% | +57.7% | -57.2% | -9.5% |
| 5Y | +133.6% | -59.7% | +193.3% | +135.5% |
| All | +133.6% | -60.2% | +193.7% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling