+19.7%
GS vs SHEL
+43.6%
-24.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +3.2% |
| 7D | +0.3% | -3.2% | +3.5% | -0.1% |
| 30D | +3.9% | +5.5% | -1.7% | +4.4% |
| 3M | -11.4% | +14.4% | -25.8% | -9.9% |
| 6M | +3.7% | +16.2% | -12.5% | +5.6% |
| YTD | +7.1% | +42.4% | -35.3% | +7.9% |
| 1Y | +19.7% | +43.3% | -23.6% | +20.0% |
| All | +19.7% | +43.6% | -24.0% | +20.0% |
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