+554.2%
GLW vs SHOP
+3,574.1%
-3,019.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | +15.5% | +2.1% | +13.4% | +15.2% |
| 30D | -19.6% | -16.8% | -2.7% | -17.3% |
| 3M | -28.5% | -2.4% | -26.1% | -28.6% |
| 6M | -39.5% | +47.0% | -86.5% | -44.1% |
| YTD | +37.2% | -8.8% | +46.0% | +35.1% |
| 1Y | +35.4% | -6.3% | +41.7% | +32.7% |
| 3Y | +359.7% | +139.3% | +220.4% | +269.2% |
| 5Y | +244.0% | -12.1% | +256.1% | +202.3% |
| All | +554.2% | +3,574.1% | -3,019.9% | +167.8% |
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 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