+232.7%
GLW vs SHOP
-11.0%
+243.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | +7.7% | -1.2% | +9.0% | +7.9% |
| 30D | -18.8% | -14.7% | -4.1% | -17.3% |
| 3M | -27.7% | -7.2% | -20.5% | -27.3% |
| 6M | -44.4% | +54.2% | -98.6% | -48.3% |
| YTD | +31.3% | -8.6% | +39.9% | +30.2% |
| 1Y | +40.0% | +0.5% | +39.5% | +36.7% |
| 3Y | +339.2% | +135.9% | +203.3% | +268.3% |
| All | +232.7% | -11.0% | +243.8% | +165.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling