+39.4%
SHEL vs GFS
+47.5%
-8.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.8% |
| 7D | +4.1% | +3.8% | +0.3% | +4.1% |
| 30D | +8.4% | -11.7% | +20.1% | +8.4% |
| 3M | +13.7% | -41.8% | +55.5% | +14.4% |
| 6M | +12.7% | +6.6% | +6.1% | +11.3% |
| YTD | +35.3% | +34.6% | +0.7% | +31.6% |
| 1Y | +39.4% | +46.2% | -6.8% | +35.9% |
| All | +39.4% | +47.5% | -8.2% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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