+867.9%
GLW vs SHOP
+2,872.8%
-2,004.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +2.3% |
| 7D | +16.9% | -10.6% | +27.5% | +18.6% |
| 30D | +7.0% | -18.3% | +25.3% | +9.9% |
| 3M | -3.0% | +14.8% | -17.8% | -6.3% |
| 6M | +31.0% | -5.0% | +36.0% | +29.0% |
| YTD | +93.4% | -21.2% | +114.6% | +95.0% |
| 1Y | +134.7% | -11.6% | +146.3% | +131.5% |
| 3Y | +471.8% | +101.2% | +370.6% | +370.0% |
| 5Y | +394.5% | -15.7% | +410.2% | +334.1% |
| 10Y | +867.9% | +2,989.4% | -2,121.5% | +313.1% |
| All | +867.9% | +2,872.8% | -2,004.9% | +313.1% |
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