+534.0%
SHEL vs GME
+1,066.0%
-532.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +2.6% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | +8.7% | -1.4% | +10.1% | +8.7% |
| 3M | +11.0% | -15.1% | +26.1% | +11.8% |
| 6M | +14.6% | -22.5% | +37.0% | +15.8% |
| YTD | +33.3% | -5.9% | +39.2% | +33.3% |
| 1Y | +37.9% | -18.6% | +56.5% | +38.8% |
| 3Y | +69.7% | +6.7% | +63.1% | +56.8% |
| 5Y | +190.2% | -62.0% | +252.1% | +173.0% |
| 10Y | +197.0% | +239.5% | -42.5% | +41.7% |
| All | +534.0% | +1,066.0% | -532.0% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling