+134.7%
GLW vs SHEL
+36.9%
+97.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +16.9% | +3.0% | +13.9% | +16.5% |
| 30D | +7.0% | +7.2% | -0.2% | +6.1% |
| 3M | -3.0% | +12.9% | -15.9% | -3.5% |
| 6M | +31.0% | +13.7% | +17.3% | +27.8% |
| YTD | +93.4% | +33.7% | +59.7% | +69.7% |
| 1Y | +134.7% | +37.9% | +96.9% | +105.5% |
| All | +134.7% | +36.9% | +97.8% | +105.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling