+192.3%
SHEL vs GAP
+6.6%
+185.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.6% |
| 7D | +3.0% | -3.2% | +6.2% | +3.2% |
| 30D | +7.2% | -0.7% | +7.9% | +7.1% |
| 3M | +12.9% | -0.5% | +13.4% | +12.7% |
| 6M | +13.7% | -5.0% | +18.7% | +13.5% |
| YTD | +33.7% | -14.7% | +48.3% | +34.2% |
| 1Y | +37.9% | -8.6% | +46.5% | +37.2% |
| 3Y | +70.2% | +108.4% | -38.1% | +51.5% |
| 5Y | +192.3% | +5.8% | +186.6% | +166.3% |
| All | +192.3% | +6.6% | +185.7% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling