+106.4%
SHEL vs GLDM
+225.0%
-118.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -5.8% | +5.0% | -10.7% | -6.8% |
| 30D | -1.3% | -1.3% | 0.0% | -1.1% |
| 3M | +12.7% | -4.7% | +17.4% | +13.6% |
| 6M | +19.9% | -12.4% | +32.3% | +23.3% |
| YTD | +38.3% | -4.1% | +42.3% | +37.8% |
| 1Y | +35.7% | +3.3% | +32.3% | +32.2% |
| 3Y | +71.7% | +110.9% | -39.2% | +33.1% |
| 5Y | +158.4% | +124.8% | +33.6% | +94.9% |
| All | +106.4% | +225.0% | -118.6% | +44.0% |
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