+52.9%
SHEL vs GLXY
-40.0%
+92.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -1.6% |
| 7D | -6.7% | -16.2% | +9.5% | -6.6% |
| 30D | -2.9% | -30.6% | +27.7% | -2.7% |
| 3M | +9.1% | -27.7% | +36.8% | +9.0% |
| 6M | +17.9% | -53.3% | +71.2% | +18.5% |
| YTD | +36.0% | -36.9% | +72.9% | +35.1% |
| 1Y | +31.8% | -55.6% | +87.4% | +31.0% |
| All | +52.9% | -40.0% | +92.9% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling