+562.0%
GLW vs SHEL
+207.9%
+354.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.2% |
| 7D | +1.4% | -3.9% | +5.3% | +3.0% |
| 30D | -18.2% | -3.7% | -14.5% | -17.2% |
| 3M | -24.2% | +9.1% | -33.3% | -26.9% |
| 6M | -41.7% | +16.7% | -58.4% | -45.5% |
| YTD | +38.3% | +36.8% | +1.5% | +20.9% |
| 1Y | +38.2% | +31.8% | +6.4% | +22.5% |
| 3Y | +363.4% | +67.9% | +295.5% | +269.7% |
| 5Y | +254.6% | +163.3% | +91.2% | +129.4% |
| 10Y | +562.0% | +210.7% | +351.3% | +335.8% |
| All | +562.0% | +207.9% | +354.0% | +335.8% |
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