+250.4%
GLD vs SHOP
+8,434.7%
-8,184.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.5% | -5.1% | +4.6% | -0.4% |
| 30D | +4.4% | +0.6% | +3.8% | +4.4% |
| 3M | -1.1% | +25.0% | -26.1% | -1.4% |
| 6M | -13.8% | +11.9% | -25.7% | -14.0% |
| YTD | +2.6% | -9.9% | +12.5% | +2.5% |
| 1Y | +24.5% | 0.0% | +24.6% | +24.2% |
| 3Y | +125.8% | +117.5% | +8.4% | +122.9% |
| 5Y | +137.8% | -6.6% | +144.4% | +134.8% |
| 10Y | +221.4% | +3,320.3% | -3,098.9% | +232.9% |
| All | +250.4% | +8,434.7% | -8,184.3% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling