+3.2%
SLB vs GPC
-1.1%
+4.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +15.8% | +6.0% | +9.9% | +13.7% |
| 3M | -0.3% | +42.6% | -43.0% | -11.7% |
| 6M | +21.3% | +22.8% | -1.4% | +12.8% |
| YTD | +52.3% | +15.5% | +36.9% | +43.4% |
| 1Y | +63.6% | +2.0% | +61.6% | +60.8% |
| All | +3.2% | -1.1% | +4.2% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling