+108.3%
SHEL vs GGLL
+328.7%
-220.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | +2.2% | -4.8% | +7.0% | +2.5% |
| 30D | +6.8% | -13.7% | +20.5% | +7.5% |
| 3M | +8.1% | -21.9% | +30.0% | +9.1% |
| 6M | +14.4% | +11.7% | +2.7% | +12.4% |
| YTD | +30.0% | +2.3% | +27.7% | +28.3% |
| 1Y | +33.3% | +76.2% | -42.8% | +25.9% |
| 3Y | +66.4% | +245.0% | -178.5% | +44.3% |
| All | +108.3% | +328.7% | -220.4% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling