+17.5%
SHEL vs GLXY
-50.9%
+68.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.7% | +0.6% |
| 7D | -1.6% | +16.9% | -18.5% | -1.2% |
| 30D | -4.3% | -23.0% | +18.7% | -4.8% |
| 3M | +10.4% | -28.0% | +38.4% | +9.5% |
| 6M | +17.5% | -51.6% | +69.2% | +15.8% |
| All | +17.5% | -50.9% | +68.4% | +15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling