+210.0%
SHEL vs GIS
-19.5%
+229.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.1% | -6.4% | +10.5% | +4.6% |
| 30D | +8.4% | -6.1% | +14.5% | +8.9% |
| 3M | +13.7% | +7.8% | +5.9% | +12.7% |
| 6M | +12.7% | -8.8% | +21.5% | +13.4% |
| YTD | +35.3% | -19.1% | +54.4% | +37.6% |
| 1Y | +39.4% | -24.8% | +64.1% | +42.6% |
| 3Y | +71.5% | -37.6% | +109.0% | +77.9% |
| 5Y | +195.0% | -25.4% | +220.4% | +201.4% |
| All | +210.0% | -19.5% | +229.5% | +245.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling