+296.6%
SHEL vs GNRC
+2,020.8%
-1,724.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.8% |
| 7D | +3.9% | -0.7% | +4.7% | +4.0% |
| 30D | +7.0% | -15.8% | +22.8% | +9.8% |
| 3M | +12.5% | -24.0% | +36.5% | +16.4% |
| 6M | +14.8% | -13.8% | +28.5% | +15.4% |
| YTD | +34.2% | +33.2% | +1.0% | +24.6% |
| 1Y | +37.0% | -1.8% | +38.8% | +33.1% |
| 3Y | +70.9% | +57.7% | +13.2% | +48.8% |
| 5Y | +192.5% | -59.7% | +252.3% | +210.4% |
| 10Y | +208.5% | +430.7% | -222.3% | +79.1% |
| All | +296.6% | +2,020.8% | -1,724.2% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling