+816.6%
GLD vs SHEL
+389.3%
+427.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -0.5% | +2.2% | -2.8% | -0.8% |
| 30D | +4.4% | +6.8% | -2.4% | +3.6% |
| 3M | -1.1% | +8.1% | -9.2% | -2.1% |
| 6M | -13.8% | +14.4% | -28.2% | -15.3% |
| YTD | +2.6% | +30.0% | -27.3% | -0.6% |
| 1Y | +24.5% | +33.3% | -8.8% | +20.2% |
| 3Y | +125.8% | +66.4% | +59.4% | +112.1% |
| 5Y | +137.8% | +178.6% | -40.8% | +109.3% |
| 10Y | +221.4% | +198.4% | +23.0% | +169.9% |
| All | +816.6% | +389.3% | +427.3% | +519.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling