+654.3%
GS vs SHEL
+196.3%
+458.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +0.9% | +2.2% | -1.3% | -0.1% |
| 30D | -1.6% | +6.8% | -8.4% | -4.7% |
| 3M | -4.5% | +8.1% | -12.6% | -8.4% |
| 6M | +20.9% | +14.4% | +6.5% | +12.0% |
| YTD | +19.9% | +30.0% | -10.1% | +3.9% |
| 1Y | +41.4% | +33.3% | +8.1% | +20.7% |
| 3Y | +239.2% | +66.4% | +172.7% | +156.8% |
| 5Y | +185.0% | +178.6% | +6.5% | +59.8% |
| All | +654.3% | +196.3% | +458.0% | +300.4% |
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