+140.1%
SHEL vs GTLB
-49.8%
+189.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.3% |
| 7D | +3.9% | -4.1% | +8.0% | +4.0% |
| 30D | +7.0% | +12.3% | -5.4% | +6.5% |
| 3M | +12.5% | +65.9% | -53.4% | +10.6% |
| 6M | +14.8% | +104.0% | -89.2% | +11.9% |
| YTD | +34.2% | +26.0% | +8.1% | +32.8% |
| 1Y | +37.0% | -3.5% | +40.5% | +36.7% |
| 3Y | +70.9% | -9.6% | +80.5% | +68.9% |
| All | +140.1% | -49.8% | +189.9% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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