+632.4%
GEV vs SHEL
+60.6%
+571.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.2% |
| 7D | +1.6% | +4.1% | -2.5% | -0.1% |
| 30D | -7.9% | +8.4% | -16.3% | -11.2% |
| 3M | +5.6% | +13.7% | -8.1% | -0.5% |
| 6M | +13.1% | +12.7% | +0.4% | +6.3% |
| YTD | +46.7% | +35.3% | +11.4% | +22.1% |
| 1Y | +51.3% | +39.4% | +11.9% | +22.8% |
| All | +632.4% | +60.6% | +571.8% | +446.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling