+207.3%
SHEL vs GPC
+83.6%
+123.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +3.0% | -0.6% | +3.6% | +3.2% |
| 30D | +7.2% | +1.3% | +5.9% | +6.5% |
| 3M | +12.9% | +37.1% | -24.2% | -1.1% |
| 6M | +13.7% | +23.2% | -9.5% | +3.3% |
| YTD | +33.7% | +13.1% | +20.6% | +24.4% |
| 1Y | +37.9% | +0.9% | +37.0% | +34.2% |
| 3Y | +70.2% | -0.8% | +71.0% | +59.5% |
| 5Y | +192.3% | +31.1% | +161.2% | +129.0% |
| 10Y | +207.3% | +87.4% | +119.9% | +94.8% |
| All | +207.3% | +83.6% | +123.7% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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