+96.6%
GLD vs SHOP
+139.7%
-43.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.7% |
| 7D | -5.5% | +2.1% | -7.6% | -5.6% |
| 30D | -7.0% | -16.8% | +9.8% | -6.4% |
| 3M | -12.4% | -2.4% | -9.9% | -12.3% |
| 6M | -18.0% | +47.0% | -65.0% | -19.0% |
| YTD | -10.5% | -8.8% | -1.6% | -10.9% |
| 1Y | -8.1% | -6.3% | -1.8% | -8.6% |
| All | +96.6% | +139.7% | -43.1% | +89.8% |
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