+66.9%
SHEL vs GPC
+1.3%
+65.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -6.7% | +0.4% | -7.0% | -6.7% |
| 30D | -2.9% | -1.8% | -1.1% | -2.8% |
| 3M | +9.1% | -6.6% | +15.7% | +9.6% |
| 6M | +17.9% | +21.3% | -3.4% | +15.2% |
| YTD | +36.0% | +4.3% | +31.7% | +35.1% |
| 1Y | +31.8% | +3.3% | +28.5% | +31.1% |
| 3Y | +66.9% | +0.8% | +66.1% | +63.3% |
| All | +66.9% | +1.3% | +65.5% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling