+39.4%
SHEL vs GAP
-7.6%
+47.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +1.0% |
| 7D | +4.1% | -4.1% | +8.2% | +3.9% |
| 30D | +8.4% | +6.2% | +2.2% | +8.8% |
| 3M | +13.7% | -0.7% | +14.4% | +13.9% |
| 6M | +12.7% | -7.1% | +19.8% | +12.6% |
| YTD | +35.3% | -14.1% | +49.4% | +34.5% |
| 1Y | +39.4% | -8.5% | +47.9% | +34.8% |
| All | +39.4% | -7.6% | +47.0% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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