+197.5%
SHEL vs GD
+180.8%
+16.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.5% |
| 7D | -6.7% | -1.9% | -4.8% | -5.7% |
| 30D | -2.9% | +10.9% | -13.8% | -8.6% |
| 3M | +9.1% | -6.8% | +15.8% | +13.2% |
| 6M | +17.9% | +7.0% | +10.9% | +12.2% |
| YTD | +36.0% | +11.1% | +24.9% | +25.2% |
| 1Y | +31.8% | +7.0% | +24.7% | +24.0% |
| 3Y | +66.9% | +59.9% | +7.0% | +18.1% |
| 5Y | +160.6% | +102.5% | +58.1% | +53.1% |
| 10Y | +197.5% | +174.0% | +23.5% | +49.6% |
| All | +197.5% | +180.8% | +16.7% | +49.6% |
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