+66.9%
SHEL vs GLDM
+106.4%
-39.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.3% |
| 7D | -6.7% | +2.9% | -9.5% | -7.0% |
| 30D | -2.9% | -3.9% | +1.0% | -2.4% |
| 3M | +9.1% | -8.1% | +17.2% | +10.3% |
| 6M | +17.9% | -14.7% | +32.6% | +21.1% |
| YTD | +36.0% | -6.6% | +42.6% | +36.0% |
| 1Y | +31.8% | -2.1% | +33.8% | +30.1% |
| 3Y | +66.9% | +107.7% | -40.8% | +26.1% |
| All | +66.9% | +106.4% | -39.6% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling