+124.5%
GLD vs SHEL
+70.3%
+54.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.3% | -2.2% |
| 7D | +0.7% | +1.9% | -1.2% | +0.4% |
| 30D | +0.3% | +8.7% | -8.3% | -1.1% |
| 3M | +0.6% | +11.0% | -10.4% | -1.3% |
| 6M | -15.6% | +14.6% | -30.1% | -18.1% |
| YTD | +0.9% | +33.3% | -32.4% | -5.3% |
| 1Y | +19.4% | +37.9% | -18.5% | +11.3% |
| 3Y | +124.5% | +69.7% | +54.7% | +99.1% |
| All | +124.5% | +70.3% | +54.2% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling