+243.0%
GS vs SHEL
+65.3%
+177.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +0.9% | +2.2% | -1.3% | +0.3% |
| 30D | -1.6% | +6.8% | -8.4% | -3.5% |
| 3M | -4.5% | +8.1% | -12.6% | -6.7% |
| 6M | +20.9% | +14.4% | +6.5% | +14.6% |
| YTD | +19.9% | +30.0% | -10.1% | +7.1% |
| 1Y | +41.4% | +33.3% | +8.1% | +24.5% |
| All | +243.0% | +65.3% | +177.7% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling