+417.9%
GE vs SHEL
+192.5%
+225.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -1.2% | +3.0% | -4.3% | -2.1% |
| 30D | -11.3% | +7.2% | -18.5% | -13.1% |
| 3M | -1.4% | +12.9% | -14.3% | -5.2% |
| 6M | +1.2% | +13.7% | -12.5% | -3.7% |
| YTD | +5.9% | +33.7% | -27.7% | -5.3% |
| 1Y | +18.4% | +37.9% | -19.5% | +4.5% |
| 3Y | +271.0% | +70.2% | +200.7% | +200.0% |
| 5Y | +417.9% | +192.3% | +225.6% | +222.8% |
| All | +417.9% | +192.5% | +225.5% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 5y: compounded portfolio wealth divided by compounded SHEL 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…
5y analysis · Full analysis span regression · 6 months rolling