+43.3%
SHEL vs GLDM
+2.8%
+40.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.4% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | +5.5% | -1.9% | +7.4% | +5.7% |
| 3M | +14.4% | -0.4% | +14.8% | +14.1% |
| 6M | +16.2% | -10.1% | +26.2% | +17.5% |
| YTD | +42.4% | -5.8% | +48.3% | +44.3% |
| 1Y | +43.3% | +3.1% | +40.2% | +40.4% |
| All | +43.3% | +2.8% | +40.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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