+188.8%
SHEL vs GME
-56.3%
+245.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.8% |
| 7D | +4.1% | +10.4% | -6.3% | +3.9% |
| 30D | +8.4% | +14.1% | -5.7% | +8.1% |
| 3M | +13.7% | -4.6% | +18.4% | +13.8% |
| 6M | +12.7% | -13.5% | +26.2% | +12.9% |
| YTD | +35.3% | +5.3% | +30.0% | +35.0% |
| 1Y | +39.4% | -14.9% | +54.3% | +39.6% |
| 3Y | +71.5% | +24.3% | +47.2% | +64.4% |
| All | +188.8% | -56.3% | +245.1% | +191.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling