+192.5%
SHEL vs GRMN
+73.8%
+118.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.9% | -1.8% | +5.7% | +4.2% |
| 30D | +7.0% | -12.1% | +19.1% | +8.7% |
| 3M | +12.5% | +18.0% | -5.5% | +9.7% |
| 6M | +14.8% | +13.7% | +1.0% | +12.2% |
| YTD | +34.2% | +35.3% | -1.1% | +27.7% |
| 1Y | +37.0% | +17.2% | +19.7% | +32.9% |
| 3Y | +70.9% | +179.6% | -108.7% | +41.3% |
| 5Y | +192.5% | +75.6% | +117.0% | +128.2% |
| All | +192.5% | +73.8% | +118.7% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling