+211.8%
GLD vs SHOP
+3,642.7%
-3,430.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.2% |
| 7D | -2.0% | -2.5% | +0.5% | -1.9% |
| 30D | -4.4% | -16.7% | +12.3% | -4.0% |
| 3M | -8.9% | -2.2% | -6.7% | -8.9% |
| 6M | -16.0% | +45.6% | -61.5% | -16.8% |
| YTD | -7.9% | -7.3% | -0.6% | -8.1% |
| 1Y | -3.9% | -6.1% | +2.2% | -4.1% |
| 3Y | +103.4% | +143.3% | -39.9% | +97.9% |
| 5Y | +109.7% | +0.2% | +109.6% | +106.3% |
| 10Y | +211.8% | +3,663.5% | -3,451.6% | +178.7% |
| All | +211.8% | +3,642.7% | -3,430.9% | +178.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling