+206.1%
GLD vs SHEL
+223.0%
-16.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | +0.1% |
| 7D | -4.6% | +0.8% | -5.4% | -4.6% |
| 30D | -5.5% | -3.6% | -1.9% | -5.3% |
| 3M | -10.9% | +12.0% | -22.9% | -11.7% |
| 6M | -17.4% | +19.7% | -37.1% | -18.6% |
| YTD | -10.3% | +39.6% | -50.0% | -12.6% |
| 1Y | -7.2% | +36.4% | -43.6% | -9.4% |
| 3Y | +96.9% | +70.2% | +26.7% | +89.2% |
| 5Y | +103.8% | +169.2% | -65.5% | +90.9% |
| All | +206.1% | +223.0% | -16.9% | +175.2% |
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 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