-5.9%
SLB vs GPN
+28.6%
-34.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.5% |
| 7D | -2.4% | -3.5% | +1.1% | -1.1% |
| 30D | +4.9% | +3.1% | +1.7% | +3.2% |
| 3M | +1.4% | +42.3% | -40.9% | -13.7% |
| 6M | +17.6% | +20.9% | -3.2% | +6.3% |
| YTD | +48.3% | +15.2% | +33.1% | +35.3% |
| 1Y | +58.7% | +5.4% | +53.2% | +49.5% |
| 3Y | +0.6% | -27.4% | +27.9% | +7.9% |
| 5Y | +133.6% | -44.2% | +177.8% | +173.5% |
| All | -5.9% | +28.6% | -34.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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