+143.4%
SHEL vs GFS
-2.1%
+145.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.9% | +3.2% | +0.7% | +3.7% |
| 30D | +7.0% | -9.6% | +16.5% | +7.7% |
| 3M | +12.5% | -38.5% | +51.0% | +16.3% |
| 6M | +14.8% | -1.3% | +16.1% | +12.9% |
| YTD | +34.2% | +31.8% | +2.4% | +27.8% |
| 1Y | +37.0% | +44.6% | -7.6% | +29.0% |
| 3Y | +70.9% | -20.6% | +91.5% | +66.9% |
| All | +143.4% | -2.1% | +145.5% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling