+606.9%
GEV vs SHEL
+59.3%
+547.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.0% |
| 7D | -1.9% | +3.9% | -5.8% | -3.5% |
| 30D | -8.7% | +7.0% | -15.7% | -11.4% |
| 3M | +6.6% | +12.5% | -5.9% | +0.9% |
| 6M | +10.2% | +14.8% | -4.6% | +2.3% |
| YTD | +41.6% | +34.2% | +7.5% | +18.3% |
| 1Y | +43.9% | +37.0% | +6.9% | +18.0% |
| All | +606.9% | +59.3% | +547.6% | +429.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling