+230.7%
GM vs SHEL
+221.1%
+9.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -1.1% | +3.0% | -4.1% | -2.7% |
| 30D | -4.6% | +7.2% | -11.8% | -8.1% |
| 3M | +0.2% | +12.9% | -12.7% | -6.6% |
| 6M | +12.6% | +13.7% | -1.1% | +3.5% |
| YTD | +3.7% | +33.7% | -30.0% | -13.2% |
| 1Y | +45.6% | +37.9% | +7.8% | +19.6% |
| 3Y | +162.0% | +70.2% | +91.7% | +89.0% |
| 5Y | +80.5% | +192.3% | -111.9% | -7.4% |
| 10Y | +231.3% | +207.3% | +24.0% | +52.9% |
| All | +230.7% | +221.1% | +9.6% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling