+103.2%
GLD vs SHOP
+141.8%
-38.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -0.9% |
| 7D | +4.7% | -5.4% | +10.2% | +4.9% |
| 30D | -0.9% | -10.3% | +9.4% | -0.5% |
| 3M | -4.4% | +1.0% | -5.4% | -4.5% |
| 6M | -13.6% | +41.2% | -54.8% | -14.6% |
| YTD | -6.0% | -7.5% | +1.5% | -6.5% |
| 1Y | +1.8% | -4.6% | +6.3% | +1.1% |
| 3Y | +103.2% | +146.4% | -43.2% | +97.3% |
| All | +103.2% | +141.8% | -38.6% | +97.3% |
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 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