+52.3%
GM vs SHEL
+32.9%
+19.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.7% |
| 7D | +1.7% | +2.2% | -0.5% | +2.0% |
| 30D | -1.6% | +6.8% | -8.4% | -0.6% |
| 3M | +5.7% | +8.1% | -2.4% | +6.8% |
| 6M | +12.2% | +14.4% | -2.2% | +11.4% |
| YTD | +8.4% | +30.0% | -21.6% | +5.0% |
| 1Y | +52.3% | +33.3% | +19.0% | +46.6% |
| All | +52.3% | +32.9% | +19.4% | +46.6% |
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