+203.1%
GS vs SHEL
+67.9%
+135.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -0.1% | -3.9% | +3.8% | +0.9% |
| 30D | +3.7% | -3.7% | +7.3% | +4.4% |
| 3M | -10.0% | +9.1% | -19.0% | -12.6% |
| 6M | -1.0% | +16.7% | -17.7% | -6.1% |
| YTD | +7.0% | +36.8% | -29.8% | -7.0% |
| 1Y | +16.6% | +31.8% | -15.2% | +3.3% |
| All | +203.1% | +67.9% | +135.2% | +140.1% |
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