+43.3%
SHEL vs GLXY
-57.6%
+100.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -17.0% | +14.7% | -2.1% |
| 7D | -3.2% | -26.8% | +23.7% | -2.9% |
| 30D | +5.5% | -38.3% | +43.9% | +6.2% |
| 3M | +14.4% | -36.9% | +51.3% | +14.8% |
| 6M | +16.2% | -52.1% | +68.3% | +17.1% |
| YTD | +42.4% | -37.5% | +79.9% | +39.8% |
| 1Y | +43.3% | -55.2% | +98.5% | +42.9% |
| All | +43.3% | -57.6% | +100.9% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling