+94.1%
SHEL vs GLDM
+248.1%
-154.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +2.2% | -0.5% | +2.8% | +2.3% |
| 30D | +6.8% | +4.4% | +2.4% | +5.7% |
| 3M | +8.1% | -1.1% | +9.2% | +8.2% |
| 6M | +14.4% | -13.7% | +28.1% | +18.4% |
| YTD | +30.0% | +2.8% | +27.2% | +27.7% |
| 1Y | +33.3% | +24.8% | +8.5% | +23.2% |
| 3Y | +66.4% | +127.8% | -61.4% | +26.9% |
| 5Y | +178.6% | +141.1% | +37.4% | +107.0% |
| All | +94.1% | +248.1% | -154.1% | +33.5% |
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