+32,991.5%
GILD vs SHEL
+2,105.4%
+30,886.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -4.8% | +4.1% | -8.9% | -5.6% |
| 30D | +5.8% | +8.4% | -2.6% | +4.1% |
| 3M | +14.9% | +13.7% | +1.2% | +11.9% |
| 6M | -0.4% | +12.7% | -13.1% | -3.0% |
| YTD | +18.5% | +35.3% | -16.8% | +11.1% |
| 1Y | +25.1% | +39.4% | -14.2% | +16.4% |
| 3Y | +105.9% | +71.5% | +34.4% | +82.5% |
| 5Y | +143.0% | +195.0% | -52.0% | +88.9% |
| 10Y | +162.4% | +211.1% | -48.7% | +91.5% |
| All | +32,991.5% | +2,105.4% | +30,886.1% | +20,341.1% |
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