+441.5%
SHEL vs GPN
+2,494.6%
-2,053.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.1% |
| 7D | +3.9% | -3.5% | +7.4% | +5.0% |
| 30D | +7.0% | +3.1% | +3.8% | +5.7% |
| 3M | +12.5% | +42.3% | -29.8% | +0.1% |
| 6M | +14.8% | +20.9% | -6.1% | +6.4% |
| YTD | +34.2% | +15.2% | +19.0% | +25.0% |
| 1Y | +37.0% | +5.4% | +31.6% | +30.6% |
| 3Y | +70.9% | -27.4% | +98.3% | +76.9% |
| 5Y | +192.5% | -44.2% | +236.7% | +218.6% |
| 10Y | +208.5% | +27.4% | +181.1% | +157.3% |
| All | +441.5% | +2,494.6% | -2,053.2% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling