+43.3%
SHEL vs GIS
-17.8%
+61.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.2% | -7.4% | -2.3% |
| 7D | -3.2% | +8.5% | -11.6% | -3.3% |
| 30D | +5.5% | +15.3% | -9.8% | +5.3% |
| 3M | +14.4% | +0.9% | +13.4% | +14.1% |
| 6M | +16.2% | +7.9% | +8.2% | +15.6% |
| YTD | +42.4% | -17.6% | +60.0% | +46.2% |
| 1Y | +43.3% | -17.4% | +60.6% | +46.5% |
| All | +43.3% | -17.8% | +61.1% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling