+2,525.5%
SHEL vs GAP
+2,253.0%
+272.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | +1.9% | +1.7% | +0.2% | +1.7% |
| 30D | +8.7% | +9.3% | -0.7% | +7.0% |
| 3M | +11.0% | +6.1% | +4.9% | +9.5% |
| 6M | +14.6% | -2.3% | +16.8% | +13.7% |
| YTD | +33.3% | -10.6% | +43.9% | +33.3% |
| 1Y | +37.9% | -4.4% | +42.3% | +36.0% |
| 3Y | +69.7% | +118.3% | -48.6% | +39.7% |
| 5Y | +190.2% | +12.2% | +178.0% | +153.1% |
| 10Y | +197.0% | +33.7% | +163.3% | +130.7% |
| All | +2,525.5% | +2,253.0% | +272.6% | +1,458.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling