+138.5%
SHEL vs GTLB
-50.0%
+188.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.4% | +7.9% | +2.7% |
| 7D | +1.9% | +4.6% | -2.6% | +1.8% |
| 30D | +8.7% | +21.0% | -12.3% | +8.0% |
| 3M | +11.0% | +51.7% | -40.7% | +9.4% |
| 6M | +14.6% | +89.3% | -74.7% | +11.9% |
| YTD | +33.3% | +25.6% | +7.6% | +31.9% |
| 1Y | +37.9% | -1.5% | +39.4% | +37.4% |
| 3Y | +69.7% | -9.9% | +79.7% | +67.8% |
| All | +138.5% | -50.0% | +188.5% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling