+192.5%
SHEL vs GH
+21.3%
+171.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.4% |
| 7D | +3.9% | -1.2% | +5.2% | +4.0% |
| 30D | +7.0% | -3.7% | +10.6% | +7.1% |
| 3M | +12.5% | +21.7% | -9.2% | +11.7% |
| 6M | +14.8% | +75.7% | -61.0% | +12.4% |
| YTD | +34.2% | +55.7% | -21.5% | +31.8% |
| 1Y | +37.0% | +181.1% | -144.1% | +31.2% |
| 3Y | +70.9% | +371.6% | -300.7% | +58.3% |
| 5Y | +192.5% | +23.2% | +169.3% | +156.5% |
| All | +192.5% | +21.3% | +171.3% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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