+69.4%
SHEL vs GEHC
+0.3%
+69.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | +3.0% | -7.6% | +10.7% | +3.9% |
| 30D | +7.2% | -10.7% | +17.9% | +8.6% |
| 3M | +12.9% | -1.2% | +14.1% | +12.7% |
| 6M | +13.7% | -13.7% | +27.4% | +15.6% |
| YTD | +33.7% | -20.4% | +54.1% | +37.6% |
| 1Y | +37.9% | -17.0% | +54.9% | +40.4% |
| All | +69.4% | +0.3% | +69.1% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling