+93.4%
SHEL vs GH
+480.1%
-386.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +1.9% | -2.1% | +4.0% | +2.1% |
| 30D | +8.7% | -4.5% | +13.1% | +8.9% |
| 3M | +11.0% | +28.9% | -17.9% | +9.2% |
| 6M | +14.6% | +76.5% | -62.0% | +10.3% |
| YTD | +33.3% | +57.6% | -24.3% | +29.0% |
| 1Y | +37.9% | +167.5% | -129.7% | +28.6% |
| 3Y | +69.7% | +377.4% | -307.7% | +49.1% |
| 5Y | +190.2% | +23.8% | +166.3% | +172.4% |
| All | +93.4% | +480.1% | -386.7% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling