+210.0%
SHEL vs GNRC
+448.8%
-238.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +8.4% | -15.7% | +24.1% | +11.0% |
| 3M | +13.7% | -27.3% | +41.0% | +18.3% |
| 6M | +12.7% | -12.1% | +24.8% | +12.8% |
| YTD | +35.3% | +37.1% | -1.8% | +25.3% |
| 1Y | +39.4% | -0.5% | +39.8% | +35.2% |
| 3Y | +71.5% | +61.5% | +9.9% | +49.0% |
| 5Y | +195.0% | -58.6% | +253.6% | +222.8% |
| All | +210.0% | +448.8% | -238.8% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling