+39.4%
SHEL vs GIS
-24.1%
+63.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +4.1% | -6.4% | +10.5% | +4.1% |
| 30D | +8.4% | -6.1% | +14.5% | +8.3% |
| 3M | +13.7% | +7.8% | +5.9% | +13.4% |
| 6M | +12.7% | -8.8% | +21.5% | +13.5% |
| YTD | +35.3% | -19.1% | +54.4% | +38.0% |
| 1Y | +39.4% | -24.8% | +64.1% | +42.1% |
| All | +39.4% | -24.1% | +63.5% | +42.1% |
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