+162.6%
SHEL vs GD
+99.6%
+63.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.8% | +2.7% | -1.9% | -0.2% |
| 30D | -3.6% | +8.6% | -12.2% | -6.5% |
| 3M | +12.0% | -7.1% | +19.1% | +14.9% |
| 6M | +19.7% | +7.5% | +12.2% | +15.6% |
| YTD | +39.6% | +9.9% | +29.7% | +32.7% |
| 1Y | +36.4% | +7.6% | +28.9% | +30.9% |
| 3Y | +70.2% | +56.2% | +14.0% | +33.2% |
| All | +162.6% | +99.6% | +63.1% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling