+210.7%
SHEL vs GD
+174.7%
+36.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -3.9% | +0.6% | -4.6% | -4.3% |
| 30D | -3.7% | +9.5% | -13.1% | -8.7% |
| 3M | +9.1% | -5.8% | +14.9% | +12.6% |
| 6M | +16.7% | +7.7% | +9.0% | +10.6% |
| YTD | +36.8% | +11.1% | +25.8% | +26.0% |
| 1Y | +31.8% | +6.1% | +25.7% | +24.7% |
| 3Y | +67.9% | +59.8% | +8.1% | +18.8% |
| 5Y | +163.3% | +104.6% | +58.7% | +53.3% |
| 10Y | +210.7% | +170.6% | +40.1% | +53.2% |
| All | +210.7% | +174.7% | +36.0% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling