+210.0%
SHEL vs GDDY
+207.2%
+2.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.5% |
| 7D | +4.1% | -3.2% | +7.3% | +4.6% |
| 30D | +8.4% | +6.8% | +1.6% | +6.6% |
| 3M | +13.7% | +30.5% | -16.8% | +5.9% |
| 6M | +12.7% | +13.3% | -0.6% | +7.6% |
| YTD | +35.3% | -21.0% | +56.3% | +39.4% |
| 1Y | +39.4% | -34.0% | +73.4% | +49.9% |
| 3Y | +71.5% | +33.1% | +38.4% | +47.6% |
| 5Y | +195.0% | +30.3% | +164.7% | +147.5% |
| All | +210.0% | +207.2% | +2.8% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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