+66.9%
SHEL vs GLDM
+104.2%
-37.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -8.8% | +4.7% | -13.5% | -9.4% |
| 30D | +2.3% | -0.9% | +3.2% | +2.4% |
| 3M | +11.6% | -4.3% | +15.9% | +12.1% |
| 6M | +15.7% | -13.4% | +29.1% | +18.5% |
| YTD | +38.6% | -5.8% | +44.4% | +38.4% |
| 1Y | +38.5% | +2.1% | +36.4% | +35.4% |
| 3Y | +66.9% | +105.0% | -38.2% | +25.0% |
| All | +66.9% | +104.2% | -37.3% | +25.0% |
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 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