+162.6%
SHEL vs GH
+45.9%
+116.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.4% | +1.4% |
| 7D | +0.8% | +0.6% | +0.2% | +0.8% |
| 30D | -3.6% | -6.9% | +3.3% | -3.4% |
| 3M | +12.0% | -4.9% | +17.0% | +12.1% |
| 6M | +19.7% | +54.1% | -34.4% | +17.5% |
| YTD | +39.6% | +48.5% | -8.9% | +37.0% |
| 1Y | +36.4% | +61.2% | -24.7% | +33.4% |
| 3Y | +70.2% | +570.3% | -500.1% | +53.8% |
| All | +162.6% | +45.9% | +116.7% | +138.4% |
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