+113.5%
SLB vs GPN
+2,600.4%
-2,487.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | 0.0% |
| 7D | +3.5% | -5.6% | +9.2% | +5.2% |
| 30D | +6.5% | +13.6% | -7.1% | +0.4% |
| 3M | -0.2% | -2.8% | +2.6% | -0.6% |
| 6M | -5.7% | +38.1% | -43.8% | -18.7% |
| YTD | +36.8% | +19.9% | +16.9% | +22.7% |
| 1Y | +45.8% | +23.4% | +22.4% | +29.2% |
| 3Y | +3.4% | -12.6% | +16.0% | +0.9% |
| 5Y | +76.1% | -26.6% | +102.7% | +76.5% |
| 10Y | -13.0% | +40.4% | -53.4% | -30.2% |
| All | +113.5% | +2,600.4% | -2,487.0% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling