+2,525.5%
SHEL vs GIS
+1,482.6%
+1,042.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.9% |
| 7D | +1.9% | -8.3% | +10.2% | +4.0% |
| 30D | +8.7% | +2.2% | +6.5% | +8.0% |
| 3M | +11.0% | +15.7% | -4.7% | +6.7% |
| 6M | +14.6% | -12.0% | +26.5% | +17.2% |
| YTD | +33.3% | -15.0% | +48.2% | +37.3% |
| 1Y | +37.9% | -20.1% | +58.0% | +43.9% |
| 3Y | +69.7% | -34.6% | +104.4% | +84.2% |
| 5Y | +190.2% | -22.8% | +213.0% | +198.2% |
| 10Y | +197.0% | -18.5% | +215.5% | +190.8% |
| All | +2,525.5% | +1,482.6% | +1,042.9% | +1,343.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling