+406.9%
SHEL vs IAU
+752.8%
-345.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.8% | -4.6% | +5.4% | +2.0% |
| 30D | -3.6% | -5.4% | +1.9% | -2.3% |
| 3M | +12.0% | -10.9% | +22.9% | +15.2% |
| 6M | +19.7% | -17.4% | +37.1% | +25.4% |
| YTD | +39.6% | -10.2% | +49.9% | +41.8% |
| 1Y | +36.4% | -7.1% | +43.5% | +37.0% |
| 3Y | +70.2% | +97.7% | -27.5% | +34.8% |
| 5Y | +169.2% | +105.3% | +63.9% | +110.0% |
| 10Y | +217.1% | +208.0% | +9.0% | +116.5% |
| All | +406.9% | +752.8% | -345.9% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling