+2.8%
GLD vs SHEL
+43.6%
-40.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +3.8% |
| 7D | -0.3% | -3.2% | +2.9% | -0.1% |
| 30D | -1.9% | +5.5% | -7.4% | -2.8% |
| 3M | -0.4% | +14.4% | -14.8% | -2.7% |
| 6M | -10.2% | +16.2% | -26.3% | -12.3% |
| YTD | -6.0% | +42.4% | -48.4% | -16.3% |
| 1Y | +2.8% | +43.3% | -40.5% | -8.6% |
| All | +2.8% | +43.6% | -40.8% | -8.6% |
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 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