+2,657.7%
SHEL vs GD
+20,112.4%
-17,454.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.8% |
| 7D | -7.0% | -3.9% | -3.1% | -5.6% |
| 30D | +2.6% | +8.1% | -5.5% | -0.4% |
| 3M | +15.1% | -6.8% | +21.9% | +17.9% |
| 6M | +13.6% | +3.0% | +10.6% | +11.8% |
| YTD | +40.0% | +7.8% | +32.2% | +34.7% |
| 1Y | +39.2% | +5.8% | +33.4% | +34.8% |
| 3Y | +70.4% | +55.3% | +15.1% | +41.3% |
| 5Y | +163.3% | +96.7% | +66.6% | +98.9% |
| 10Y | +217.4% | +195.4% | +22.0% | +108.2% |
| All | +2,657.7% | +20,112.4% | -17,454.6% | +902.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling