+163.3%
SHEL vs GEN
+35.2%
+128.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | -3.9% | -0.8% | -3.1% | -3.9% |
| 30D | -3.7% | +31.2% | -34.9% | -6.4% |
| 3M | +9.1% | +6.1% | +3.0% | +8.0% |
| 6M | +16.7% | +38.1% | -21.4% | +11.6% |
| YTD | +36.8% | +14.4% | +22.4% | +34.1% |
| 1Y | +31.8% | +15.1% | +16.7% | +29.0% |
| 3Y | +67.9% | +68.5% | -0.6% | +55.7% |
| 5Y | +163.3% | +35.8% | +127.5% | +141.4% |
| All | +163.3% | +35.2% | +128.2% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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