+106.2%
SHEL vs GEHC
+32.6%
+73.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | -3.6% | +21.3% | -24.9% | -5.6% |
| 3M | +12.0% | +12.6% | -0.5% | +10.5% |
| 6M | +19.7% | +34.3% | -14.6% | +15.3% |
| YTD | +39.6% | +1.4% | +38.2% | +39.4% |
| 1Y | +36.4% | +12.5% | +24.0% | +33.7% |
| 3Y | +70.2% | +19.2% | +51.0% | +62.8% |
| All | +106.2% | +32.6% | +73.5% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling