+20.7%
GLD vs SHEL
+36.9%
-16.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.1% | +3.0% | -2.9% | -0.3% |
| 30D | +0.2% | +7.2% | -7.0% | -0.8% |
| 3M | +3.2% | +12.9% | -9.7% | +1.2% |
| 6M | -14.6% | +13.7% | -28.3% | -17.3% |
| YTD | +1.8% | +33.7% | -31.9% | -6.3% |
| 1Y | +20.7% | +37.9% | -17.1% | +11.0% |
| All | +20.7% | +36.9% | -16.2% | +11.0% |
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