+732.3%
GLD vs SHEL
+412.0%
+320.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.5% |
| 7D | +2.8% | -6.7% | +9.5% | +3.6% |
| 30D | -4.0% | -2.9% | -1.1% | -3.7% |
| 3M | -8.2% | +9.1% | -17.3% | -9.2% |
| 6M | -14.8% | +17.9% | -32.8% | -16.6% |
| YTD | -6.8% | +36.0% | -42.8% | -10.3% |
| 1Y | -2.4% | +31.8% | -34.2% | -5.7% |
| 3Y | +105.8% | +66.9% | +38.9% | +93.0% |
| 5Y | +113.3% | +160.6% | -47.3% | +89.1% |
| 10Y | +208.4% | +197.5% | +10.9% | +159.6% |
| All | +732.3% | +412.0% | +320.2% | +459.0% |
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 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