+2,460.3%
SHEL vs GPC
+2,341.8%
+118.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | +2.2% | +1.2% | +1.0% | +1.7% |
| 30D | +6.8% | +6.0% | +0.9% | +4.2% |
| 3M | +8.1% | +42.6% | -34.5% | -7.8% |
| 6M | +14.4% | +22.8% | -8.4% | +3.1% |
| YTD | +30.0% | +15.5% | +14.5% | +19.1% |
| 1Y | +33.3% | +2.0% | +31.3% | +28.4% |
| 3Y | +66.4% | -1.4% | +67.9% | +55.6% |
| 5Y | +178.6% | +30.6% | +148.0% | +124.4% |
| 10Y | +198.4% | +80.6% | +117.8% | +100.2% |
| All | +2,460.3% | +2,341.8% | +118.5% | +683.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling