+371.8%
SHEL vs IAU
+875.8%
-504.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +2.2% | -0.5% | +2.8% | +2.3% |
| 30D | +6.8% | +4.4% | +2.4% | +5.4% |
| 3M | +8.1% | -1.1% | +9.2% | +8.1% |
| 6M | +14.4% | -13.7% | +28.1% | +18.6% |
| YTD | +30.0% | +2.7% | +27.2% | +27.5% |
| 1Y | +33.3% | +24.6% | +8.7% | +23.0% |
| 3Y | +66.4% | +126.8% | -60.4% | +27.2% |
| 5Y | +178.6% | +139.5% | +39.1% | +108.6% |
| 10Y | +198.4% | +226.3% | -27.8% | +101.4% |
| All | +371.8% | +875.8% | -504.0% | +83.0% |
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