+643.2%
GEV vs SHEL
+58.2%
+584.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.0% |
| 7D | +8.1% | +1.9% | +6.2% | +7.2% |
| 30D | -1.9% | +8.7% | -10.6% | -5.5% |
| 3M | +4.1% | +11.0% | -6.9% | -0.8% |
| 6M | +23.2% | +14.6% | +8.7% | +14.3% |
| YTD | +48.9% | +33.3% | +15.6% | +24.7% |
| 1Y | +62.2% | +37.9% | +24.3% | +32.2% |
| All | +643.2% | +58.2% | +584.9% | +458.3% |
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