+818.8%
SLB vs GPC
+2,071.6%
-1,252.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 6M | -8.6% | +18.6% | -27.1% | -18.7% |
| YTD | +32.2% | +2.7% | +29.5% | +25.5% |
| 1Y | +40.7% | +1.8% | +38.9% | +34.2% |
| 3Y | -4.5% | +1.1% | -5.6% | -12.0% |
| 5Y | +66.4% | +4.1% | +62.3% | +47.3% |
| 10Y | -15.1% | +88.2% | -103.3% | -45.8% |
| All | +818.8% | +2,071.6% | -1,252.8% | +125.1% |
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