+187.9%
SHEL vs GDDY
+390.3%
-202.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +13.7% | +30.5% | -16.8% | +7.0% |
| 6M | +12.7% | +13.3% | -0.6% | +8.3% |
| YTD | +35.3% | -21.0% | +56.3% | +38.7% |
| 1Y | +39.4% | -34.0% | +73.4% | +48.1% |
| 3Y | +71.5% | +33.1% | +38.4% | +52.3% |
| 5Y | +195.0% | +30.3% | +164.7% | +157.5% |
| 10Y | +211.1% | +205.5% | +5.5% | +131.9% |
| All | +187.9% | +390.3% | -202.4% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling