+49.9%
SHEL vs GLXY
+15.1%
+34.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.5% |
| 7D | +1.9% | +15.5% | -13.5% | +1.7% |
| 30D | +8.7% | +34.1% | -25.5% | +8.0% |
| 3M | +11.0% | -11.3% | +22.3% | +11.1% |
| 6M | +14.6% | +31.6% | -17.0% | +13.2% |
| YTD | +33.3% | +21.0% | +12.3% | +31.6% |
| 1Y | +37.9% | +11.7% | +26.2% | +36.7% |
| All | +49.9% | +15.1% | +34.8% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling