+632.4%
GEV vs SHOP
+62.3%
+570.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.2% |
| 7D | +1.6% | -11.2% | +12.9% | +4.3% |
| 30D | -7.9% | -14.4% | +6.4% | -4.9% |
| 3M | +5.6% | +16.6% | -11.0% | -0.5% |
| 6M | +13.1% | -0.6% | +13.6% | +9.6% |
| YTD | +46.7% | -20.0% | +66.7% | +51.3% |
| 1Y | +51.3% | -11.2% | +62.5% | +49.8% |
| All | +632.4% | +62.3% | +570.1% | +472.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling