+2,460.3%
SHEL vs GSK
+1,705.8%
+754.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.4% |
| 7D | +2.2% | -1.8% | +4.1% | +2.9% |
| 30D | +6.8% | -2.2% | +9.0% | +7.6% |
| 3M | +8.1% | -1.8% | +9.9% | +8.4% |
| 6M | +14.4% | -10.6% | +25.0% | +18.1% |
| YTD | +30.0% | +4.4% | +25.5% | +26.2% |
| 1Y | +33.3% | +30.4% | +2.9% | +18.6% |
| 3Y | +66.4% | +60.1% | +6.4% | +33.6% |
| 5Y | +178.6% | +46.8% | +131.8% | +127.6% |
| 10Y | +198.4% | +79.2% | +119.2% | +126.4% |
| All | +2,460.3% | +1,705.8% | +754.4% | +1,058.1% |
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