+102.7%
SHEL vs GH
+446.7%
-344.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.4% | +1.4% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | -3.6% | -6.9% | +3.3% | -3.3% |
| 3M | +12.0% | -4.9% | +17.0% | +12.2% |
| 6M | +19.7% | +54.1% | -34.4% | +16.2% |
| YTD | +39.6% | +48.5% | -8.9% | +35.5% |
| 1Y | +36.4% | +61.2% | -24.7% | +31.6% |
| 3Y | +70.2% | +570.3% | -500.1% | +46.0% |
| 5Y | +169.2% | +46.1% | +123.1% | +148.8% |
| All | +102.7% | +446.7% | -344.0% | +63.2% |
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