+40.1%
GILD vs SHEL
+40.0%
+0.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.8% |
| 7D | +1.2% | -7.0% | +8.2% | +1.8% |
| 30D | +16.2% | +2.6% | +13.6% | +16.0% |
| 3M | +27.9% | +15.1% | +12.8% | +26.0% |
| 6M | +27.1% | +13.6% | +13.5% | +24.3% |
| YTD | +39.0% | +40.0% | -1.0% | +29.3% |
| 1Y | +40.1% | +39.2% | +0.9% | +29.2% |
| All | +40.1% | +40.0% | +0.1% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling