+69.4%
SHEL vs GRMN
+179.1%
-109.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +3.0% | -1.4% | +4.4% | +3.2% |
| 30D | +7.2% | -13.1% | +20.3% | +8.7% |
| 3M | +12.9% | +14.9% | -2.1% | +11.0% |
| 6M | +13.7% | +13.1% | +0.6% | +11.8% |
| YTD | +33.7% | +35.3% | -1.6% | +28.4% |
| 1Y | +37.9% | +16.0% | +21.9% | +34.7% |
| All | +69.4% | +179.1% | -109.7% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling