+562.0%
GLW vs SHOP
+3,642.7%
-3,080.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +7.2% |
| 7D | +1.4% | -2.5% | +3.9% | +2.0% |
| 30D | -18.2% | -16.7% | -1.5% | -15.9% |
| 3M | -24.2% | -2.2% | -22.0% | -24.3% |
| 6M | -41.7% | +45.6% | -87.3% | -46.1% |
| YTD | +38.3% | -7.3% | +45.6% | +35.9% |
| 1Y | +38.2% | -6.1% | +44.3% | +35.4% |
| 3Y | +363.4% | +143.3% | +220.1% | +271.3% |
| 5Y | +254.6% | +0.2% | +254.4% | +203.4% |
| 10Y | +562.0% | +3,663.5% | -3,101.5% | +175.4% |
| All | +562.0% | +3,642.7% | -3,080.8% | +175.4% |
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