+119.3%
SHEL vs GGLL
+206.6%
-87.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.5% |
| 7D | -3.9% | +2.9% | -6.8% | -4.0% |
| 30D | -3.7% | -33.1% | +29.5% | -2.4% |
| 3M | +9.1% | -31.2% | +40.3% | +10.3% |
| 6M | +16.7% | -49.4% | +66.0% | +19.4% |
| YTD | +36.8% | -26.8% | +63.7% | +36.3% |
| 1Y | +31.8% | -17.7% | +49.5% | +30.0% |
| 3Y | +67.9% | +160.4% | -92.5% | +46.5% |
| All | +119.3% | +206.6% | -87.4% | +92.8% |
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