+40.0%
GLW vs SHEL
+35.5%
+4.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.3% |
| 7D | +7.7% | +0.8% | +7.0% | +7.7% |
| 30D | -18.8% | -3.6% | -15.3% | -18.8% |
| 3M | -27.7% | +12.0% | -39.8% | -28.2% |
| 6M | -44.4% | +19.7% | -64.1% | -44.5% |
| YTD | +31.3% | +39.6% | -8.4% | +13.9% |
| 1Y | +40.0% | +36.4% | +3.6% | +22.0% |
| All | +40.0% | +35.5% | +4.5% | +22.0% |
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 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