+188.8%
SHEL vs GDDY
+29.8%
+159.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.7% |
| 7D | +4.1% | -3.2% | +7.3% | +4.3% |
| 30D | +8.4% | +6.8% | +1.6% | +7.8% |
| 3M | +13.7% | +30.5% | -16.8% | +10.7% |
| 6M | +12.7% | +13.3% | -0.6% | +10.9% |
| YTD | +35.3% | -21.0% | +56.3% | +38.4% |
| 1Y | +39.4% | -34.0% | +73.4% | +45.9% |
| 3Y | +71.5% | +33.1% | +38.4% | +58.2% |
| All | +188.8% | +29.8% | +159.0% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling