+24.5%
GLD vs SHEL
+32.9%
-8.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -0.5% | +2.2% | -2.8% | -0.9% |
| 30D | +4.4% | +6.8% | -2.4% | +3.3% |
| 3M | -1.1% | +8.1% | -9.2% | -2.3% |
| 6M | -13.8% | +14.4% | -28.2% | -17.3% |
| YTD | +2.6% | +30.0% | -27.3% | -5.0% |
| 1Y | +24.5% | +33.3% | -8.8% | +15.5% |
| All | +24.5% | +32.9% | -8.4% | +15.5% |
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