+2,543.2%
SHEL vs GFI
+660.1%
+1,883.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +0.6% |
| 7D | +3.9% | -5.1% | +9.1% | +4.4% |
| 30D | +7.0% | +13.4% | -6.5% | +5.7% |
| 3M | +12.5% | +36.2% | -23.7% | +9.0% |
| 6M | +14.8% | -9.8% | +24.6% | +14.7% |
| YTD | +34.2% | +7.7% | +26.5% | +31.5% |
| 1Y | +37.0% | +27.2% | +9.8% | +31.6% |
| 3Y | +70.9% | +300.3% | -229.4% | +45.1% |
| 5Y | +192.5% | +539.8% | -347.2% | +132.0% |
| 10Y | +208.5% | +1,058.5% | -850.0% | +117.2% |
| All | +2,543.2% | +660.1% | +1,883.0% | +1,557.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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