+207.4%
SHEL vs GRMN
+646.1%
-438.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.9% | -1.8% | +5.7% | +4.5% |
| 30D | +7.0% | -12.1% | +19.1% | +11.2% |
| 3M | +12.5% | +18.0% | -5.5% | +6.0% |
| 6M | +14.8% | +13.7% | +1.0% | +8.8% |
| YTD | +34.2% | +35.3% | -1.1% | +19.5% |
| 1Y | +37.0% | +17.2% | +19.7% | +27.4% |
| 3Y | +70.9% | +179.6% | -108.7% | +6.0% |
| 5Y | +192.5% | +75.6% | +117.0% | +124.1% |
| All | +207.4% | +646.1% | -438.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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