+2,650.9%
SHEL vs GSK
+1,742.6%
+908.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +0.8% | +1.1% | -0.4% | +0.4% |
| 30D | -3.6% | +6.3% | -9.9% | -5.9% |
| 3M | +12.0% | +1.8% | +10.2% | +10.8% |
| 6M | +19.7% | +1.7% | +18.0% | +18.0% |
| YTD | +39.6% | +6.5% | +33.1% | +34.1% |
| 1Y | +36.4% | +9.5% | +27.0% | +29.6% |
| 3Y | +70.2% | +65.3% | +4.9% | +34.8% |
| 5Y | +169.2% | +43.7% | +125.5% | +121.5% |
| 10Y | +217.1% | +104.1% | +113.0% | +128.8% |
| All | +2,650.9% | +1,742.6% | +908.3% | +1,130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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