+210.0%
SHEL vs GPN
+28.5%
+181.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +4.1% | -4.3% | +8.4% | +5.4% |
| 30D | +8.4% | 0.0% | +8.4% | +8.1% |
| 3M | +13.7% | +35.8% | -22.1% | +2.3% |
| 6M | +12.7% | +22.0% | -9.3% | +3.9% |
| YTD | +35.3% | +15.2% | +20.1% | +25.9% |
| 1Y | +39.4% | +3.5% | +35.9% | +33.8% |
| 3Y | +71.5% | -26.9% | +98.4% | +79.6% |
| 5Y | +195.0% | -44.2% | +239.2% | +232.7% |
| All | +210.0% | +28.5% | +181.5% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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