+855.9%
GLW vs SHOP
+8,434.7%
-7,578.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | +3.8% | -5.1% | +8.9% | +4.5% |
| 30D | -1.3% | +0.6% | -1.9% | -1.6% |
| 3M | -21.8% | +25.0% | -46.8% | -24.9% |
| 6M | +6.9% | +11.9% | -5.0% | +3.2% |
| YTD | +77.2% | -9.9% | +87.0% | +75.5% |
| 1Y | +123.2% | 0.0% | +123.3% | +117.3% |
| 3Y | +400.0% | +117.5% | +282.5% | +317.2% |
| 5Y | +342.8% | -6.6% | +349.5% | +286.2% |
| 10Y | +771.4% | +3,320.3% | -2,548.9% | +356.8% |
| All | +855.9% | +8,434.7% | -7,578.8% | +382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling