+199.8%
GS vs SHEL
+71.4%
+128.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +5.9% | +0.8% | +5.1% | +5.6% |
| 30D | +4.3% | -3.6% | +7.9% | +5.1% |
| 3M | -11.7% | +12.0% | -23.7% | -14.8% |
| 6M | -3.2% | +19.7% | -22.9% | -8.9% |
| YTD | +5.8% | +39.6% | -33.8% | -8.5% |
| 1Y | +16.0% | +36.4% | -20.4% | +1.5% |
| 3Y | +199.8% | +70.2% | +129.6% | +136.2% |
| All | +199.8% | +71.4% | +128.4% | +136.2% |
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