+204.1%
SHEL vs GD
+185.2%
+18.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.5% |
| 7D | -5.8% | -3.0% | -2.7% | -4.1% |
| 30D | -1.3% | +9.3% | -10.6% | -6.3% |
| 3M | +12.7% | -7.2% | +19.9% | +17.3% |
| 6M | +19.9% | +5.5% | +14.4% | +15.0% |
| YTD | +38.3% | +9.5% | +28.8% | +28.4% |
| 1Y | +35.7% | +6.4% | +29.2% | +28.1% |
| 3Y | +71.7% | +59.8% | +11.9% | +21.5% |
| 5Y | +158.4% | +98.0% | +60.4% | +54.1% |
| 10Y | +204.1% | +177.4% | +26.7% | +53.9% |
| All | +204.1% | +185.2% | +18.9% | +53.9% |
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