+66.9%
SHEL vs GD
+54.3%
+12.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -8.8% | -5.0% | -3.9% | -7.7% |
| 30D | +2.3% | +8.9% | -6.6% | +0.4% |
| 3M | +11.6% | -8.0% | +19.6% | +13.6% |
| 6M | +15.7% | +2.9% | +12.8% | +14.3% |
| YTD | +38.6% | +7.1% | +31.5% | +34.7% |
| 1Y | +38.5% | +5.9% | +32.5% | +35.1% |
| 3Y | +66.9% | +53.9% | +13.0% | +39.9% |
| All | +66.9% | +54.3% | +12.5% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling