+108.5%
SHEL vs GLDM
+204.4%
-95.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.8% | -4.6% | +5.4% | +1.8% |
| 30D | -3.6% | -5.5% | +1.9% | -2.5% |
| 3M | +12.0% | -10.9% | +22.9% | +14.5% |
| 6M | +19.7% | -17.3% | +37.0% | +24.5% |
| YTD | +39.6% | -10.2% | +49.8% | +41.0% |
| 1Y | +36.4% | -6.9% | +43.4% | +36.3% |
| 3Y | +70.2% | +98.7% | -28.5% | +33.5% |
| 5Y | +169.2% | +106.7% | +62.5% | +106.7% |
| All | +108.5% | +204.4% | -95.9% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling