+643.2%
GEV vs SHOP
+69.0%
+574.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.6% | +10.7% | +4.9% |
| 7D | +8.1% | -4.1% | +12.2% | +9.0% |
| 30D | -1.9% | -11.5% | +9.6% | +0.6% |
| 3M | +4.1% | +21.1% | -17.0% | -2.8% |
| 6M | +23.2% | +3.0% | +20.2% | +18.5% |
| YTD | +48.9% | -16.7% | +65.6% | +52.1% |
| 1Y | +62.2% | -8.3% | +70.5% | +59.5% |
| All | +643.2% | +69.0% | +574.2% | +475.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 3y: compounded portfolio wealth divided by compounded SHOP 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…
3y analysis · Full analysis span regression · 6 months rolling