+192.3%
SHEL vs IAU
+141.6%
+50.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +7.2% | +0.2% | +7.0% | +7.0% |
| 3M | +12.9% | +3.3% | +9.6% | +11.8% |
| 6M | +13.7% | -14.6% | +28.3% | +18.3% |
| YTD | +33.7% | +1.9% | +31.8% | +31.3% |
| 1Y | +37.9% | +20.9% | +17.0% | +27.3% |
| 3Y | +70.2% | +127.5% | -57.2% | +22.0% |
| 5Y | +192.3% | +141.9% | +50.4% | +104.5% |
| All | +192.3% | +141.6% | +50.8% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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