+113.6%
SHEL vs GGLL
+328.4%
-214.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +1.9% | +1.9% | +0.1% | +1.8% |
| 30D | +8.7% | -9.7% | +18.4% | +9.1% |
| 3M | +11.0% | -18.0% | +29.0% | +11.7% |
| 6M | +14.6% | +15.3% | -0.7% | +12.3% |
| YTD | +33.3% | +2.2% | +31.1% | +31.5% |
| 1Y | +37.9% | +73.1% | -35.2% | +30.4% |
| 3Y | +69.7% | +242.7% | -173.0% | +47.2% |
| All | +113.6% | +328.4% | -214.8% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling