+31.3%
SLB vs GNRC
+2,120.5%
-2,089.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +0.4% | +4.8% | -4.4% | -0.7% |
| 30D | +13.6% | -10.4% | +24.0% | +16.2% |
| 3M | +1.5% | -28.5% | +30.0% | +8.5% |
| 6M | +23.0% | -6.8% | +29.8% | +22.3% |
| YTD | +51.2% | +39.5% | +11.7% | +35.6% |
| 1Y | +63.5% | +3.4% | +60.1% | +56.2% |
| 3Y | +2.5% | +65.1% | -62.6% | -15.3% |
| 5Y | +139.2% | -57.1% | +196.3% | +158.1% |
| 10Y | -4.8% | +432.5% | -437.3% | -54.0% |
| All | +31.3% | +2,120.5% | -2,089.2% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling