+190.2%
SHEL vs GPC
+29.0%
+161.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +3.0% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +8.7% | -0.4% | +9.0% | +8.6% |
| 3M | +11.0% | +39.2% | -28.2% | +4.0% |
| 6M | +14.6% | +18.2% | -3.7% | +10.7% |
| YTD | +33.3% | +12.1% | +21.2% | +29.6% |
| 1Y | +37.9% | -0.7% | +38.5% | +37.6% |
| 3Y | +69.7% | -1.7% | +71.4% | +65.7% |
| 5Y | +190.2% | +29.3% | +160.9% | +136.4% |
| All | +190.2% | +29.0% | +161.1% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling