+958.5%
SLB vs GPC
+2,341.8%
-1,383.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +15.8% | +5.1% | +10.7% | +12.6% |
| 3M | -0.3% | +41.5% | -41.9% | -18.6% |
| 6M | +21.3% | +21.8% | -0.5% | +6.9% |
| YTD | +52.3% | +14.6% | +37.7% | +37.3% |
| 1Y | +63.6% | +1.3% | +62.4% | +57.5% |
| 3Y | +3.8% | -1.4% | +5.2% | -2.9% |
| 5Y | +128.6% | +30.6% | +98.0% | +80.0% |
| 10Y | -3.1% | +80.6% | -83.7% | -36.8% |
| All | +958.5% | +2,341.8% | -1,383.3% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling