+739.4%
GLD vs SHEL
+421.6%
+317.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +4.7% | -8.8% | +13.5% | +5.7% |
| 30D | -0.9% | +2.3% | -3.2% | -1.2% |
| 3M | -4.4% | +11.6% | -16.0% | -5.7% |
| 6M | -13.6% | +15.7% | -29.2% | -15.2% |
| YTD | -6.0% | +38.6% | -44.6% | -9.7% |
| 1Y | +1.8% | +38.5% | -36.7% | -2.2% |
| 3Y | +103.2% | +66.9% | +36.3% | +90.6% |
| 5Y | +119.3% | +160.6% | -41.2% | +94.4% |
| 10Y | +199.5% | +214.1% | -14.6% | +150.1% |
| All | +739.4% | +421.6% | +317.8% | +462.6% |
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