-41.7%
GLW vs SHEL
+17.1%
-58.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.6% |
| 7D | +1.4% | -3.9% | +5.3% | +0.1% |
| 30D | -18.2% | -3.7% | -14.5% | -19.0% |
| 3M | -24.2% | +9.1% | -33.3% | -21.1% |
| 6M | -41.7% | +16.7% | -58.4% | -35.7% |
| All | -41.7% | +17.1% | -58.8% | -35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling