+205.0%
GLD vs SHOP
+3,579.5%
-3,374.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -0.9% |
| 7D | +4.7% | -5.4% | +10.2% | +4.8% |
| 30D | -0.9% | -10.3% | +9.4% | -0.6% |
| 3M | -4.4% | +1.0% | -5.4% | -4.5% |
| 6M | -13.6% | +41.2% | -54.8% | -14.4% |
| YTD | -6.0% | -7.5% | +1.5% | -6.2% |
| 1Y | +1.8% | -4.6% | +6.3% | +1.4% |
| 3Y | +103.2% | +146.4% | -43.2% | +97.6% |
| 5Y | +119.3% | -2.5% | +121.9% | +115.9% |
| All | +205.0% | +3,579.5% | -3,374.5% | +169.3% |
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