+106.9%
SHEL vs GLDM
+219.1%
-112.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -8.8% | +4.7% | -13.5% | -9.7% |
| 30D | +2.3% | -0.9% | +3.2% | +2.4% |
| 3M | +11.6% | -4.3% | +15.9% | +12.3% |
| 6M | +15.7% | -13.4% | +29.1% | +19.2% |
| YTD | +38.6% | -5.8% | +44.4% | +38.6% |
| 1Y | +38.5% | +2.1% | +36.4% | +35.3% |
| 3Y | +66.9% | +105.0% | -38.2% | +30.3% |
| 5Y | +160.6% | +122.5% | +38.1% | +96.9% |
| All | +106.9% | +219.1% | -112.2% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling