+20.9%
GLW vs SHOP
-5.2%
+26.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.9% |
| 7D | -13.9% | -5.4% | -8.5% | -14.2% |
| 30D | -35.0% | -10.3% | -24.7% | -35.4% |
| 3M | -32.4% | +1.0% | -33.3% | -31.7% |
| 6M | -41.3% | +41.2% | -82.6% | -39.5% |
| YTD | +21.8% | -7.5% | +29.3% | +33.8% |
| All | +20.9% | -5.2% | +26.1% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling