+215.4%
GLD vs SHEL
+200.8%
+14.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.3% | -1.9% |
| 7D | +0.7% | +1.9% | -1.2% | +0.6% |
| 30D | +0.3% | +8.7% | -8.3% | -0.3% |
| 3M | +0.6% | +11.0% | -10.4% | -0.2% |
| 6M | -15.6% | +14.6% | -30.1% | -16.5% |
| YTD | +0.9% | +33.3% | -32.4% | -1.3% |
| 1Y | +19.4% | +37.9% | -18.5% | +16.5% |
| 3Y | +124.5% | +69.7% | +54.7% | +115.9% |
| 5Y | +138.9% | +190.2% | -51.2% | +123.5% |
| All | +215.4% | +200.8% | +14.5% | +183.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling