-17.1%
SLB vs GPC
+85.6%
-102.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.3% |
| 7D | -7.1% | +1.6% | -8.7% | -8.0% |
| 30D | +4.1% | -2.1% | +6.2% | +4.6% |
| 3M | -2.6% | -6.8% | +4.2% | +0.4% |
| 6M | -8.6% | +18.6% | -27.1% | -19.5% |
| YTD | +32.2% | +2.7% | +29.5% | +24.7% |
| 1Y | +40.7% | +1.8% | +38.9% | +33.4% |
| 3Y | -4.5% | +1.1% | -5.6% | -13.8% |
| 5Y | +66.4% | +4.1% | +62.3% | +41.2% |
| All | -17.1% | +85.6% | -102.7% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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