+39.4%
SHEL vs GEHC
-15.7%
+55.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +4.1% | -7.2% | +11.3% | +3.6% |
| 30D | +8.4% | -11.6% | +19.9% | +7.6% |
| 3M | +13.7% | -0.8% | +14.6% | +13.6% |
| 6M | +12.7% | -11.9% | +24.6% | +12.2% |
| YTD | +35.3% | -21.9% | +57.2% | +34.5% |
| 1Y | +39.4% | -17.8% | +57.2% | +37.3% |
| All | +39.4% | -15.7% | +55.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling