+2,841.0%
GE vs SHEL
+2,650.9%
+190.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | +8.1% | -3.6% | +11.7% | +9.1% |
| 3M | -7.9% | +12.0% | -19.9% | -11.4% |
| 6M | +12.9% | +19.7% | -6.8% | +5.7% |
| YTD | +8.2% | +39.6% | -31.5% | -4.0% |
| 1Y | +9.7% | +36.4% | -26.8% | -2.1% |
| 3Y | +266.1% | +70.2% | +195.9% | +203.1% |
| 5Y | +407.4% | +169.2% | +238.1% | +258.3% |
| 10Y | +150.3% | +217.1% | -66.8% | +65.6% |
| All | +2,841.0% | +2,650.9% | +190.1% | +1,460.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling