+70.0%
SHEL vs GME
+14.2%
+55.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.4% |
| 7D | +3.9% | +6.0% | -2.1% | +3.9% |
| 30D | +7.0% | +8.3% | -1.4% | +6.9% |
| 3M | +12.5% | -9.1% | +21.5% | +12.6% |
| 6M | +14.8% | -16.3% | +31.1% | +14.9% |
| YTD | +34.2% | +1.5% | +32.6% | +34.0% |
| 1Y | +37.0% | -16.3% | +53.3% | +37.1% |
| All | +70.0% | +14.2% | +55.8% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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