+833.1%
GLW vs SHEL
+211.3%
+621.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.3% |
| 7D | +11.7% | +3.9% | +7.8% | +10.2% |
| 30D | +2.7% | +7.0% | -4.3% | +0.1% |
| 3M | -2.8% | +12.5% | -15.3% | -7.5% |
| 6M | +20.2% | +14.8% | +5.4% | +13.0% |
| YTD | +87.3% | +34.2% | +53.1% | +65.6% |
| 1Y | +119.6% | +37.0% | +82.6% | +92.4% |
| 3Y | +453.7% | +70.9% | +382.8% | +339.9% |
| 5Y | +376.1% | +192.5% | +183.5% | +195.5% |
| All | +833.1% | +211.3% | +621.7% | +506.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling