+162.6%
SHEL vs GTLB
-62.5%
+225.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.3% |
| 7D | +0.8% | -0.7% | +1.5% | +0.8% |
| 30D | -3.6% | -10.2% | +6.6% | -3.3% |
| 3M | +12.0% | +10.1% | +1.9% | +11.6% |
| 6M | +19.7% | +116.5% | -96.8% | +16.4% |
| YTD | +39.6% | +27.2% | +12.5% | +38.0% |
| 1Y | +36.4% | +8.6% | +27.9% | +35.5% |
| 3Y | +70.2% | +5.6% | +64.6% | +67.1% |
| All | +162.6% | -62.5% | +225.2% | +167.1% |
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