+50.9%
SHEL vs GLXY
+2.7%
+48.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.4% | +0.4% |
| 7D | +3.9% | -8.9% | +12.9% | +4.1% |
| 30D | +7.0% | +19.9% | -12.9% | +6.5% |
| 3M | +12.5% | -20.0% | +32.5% | +12.8% |
| 6M | +14.8% | +10.5% | +4.2% | +13.8% |
| YTD | +34.2% | +7.9% | +26.3% | +32.7% |
| 1Y | +37.0% | -7.5% | +44.5% | +36.0% |
| All | +50.9% | +2.7% | +48.2% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling