+231.1%
GM vs SHEL
+214.0%
+17.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -2.4% | +4.1% | -6.5% | -4.5% |
| 30D | -1.1% | +8.4% | -9.5% | -5.3% |
| 3M | +6.1% | +13.7% | -7.6% | -1.5% |
| 6M | +15.0% | +12.7% | +2.3% | +6.2% |
| YTD | +6.0% | +35.3% | -29.3% | -11.9% |
| 1Y | +47.1% | +39.4% | +7.7% | +19.9% |
| 3Y | +170.5% | +71.5% | +99.0% | +93.5% |
| 5Y | +80.5% | +195.0% | -114.5% | -9.5% |
| All | +231.1% | +214.0% | +17.1% | +58.5% |
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 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