+192.5%
SHEL vs GIS
-25.0%
+217.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.6% |
| 7D | +3.9% | -8.4% | +12.3% | +4.7% |
| 30D | +7.0% | -5.2% | +12.2% | +7.4% |
| 3M | +12.5% | +8.2% | +4.3% | +11.3% |
| 6M | +14.8% | -12.0% | +26.8% | +16.2% |
| YTD | +34.2% | -18.9% | +53.0% | +37.2% |
| 1Y | +37.0% | -23.6% | +60.6% | +41.1% |
| 3Y | +70.9% | -37.6% | +108.5% | +79.4% |
| 5Y | +192.5% | -25.2% | +217.7% | +211.0% |
| All | +192.5% | -25.0% | +217.6% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling