+557.5%
GLW vs SHOP
+8,659.4%
-8,101.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.1% |
| 7D | -13.9% | -5.4% | -8.5% | -13.4% |
| 30D | -35.0% | -10.3% | -24.7% | -34.1% |
| 3M | -32.4% | +1.0% | -33.3% | -32.8% |
| 6M | -41.3% | +41.2% | -82.6% | -45.2% |
| YTD | +21.8% | -7.5% | +29.3% | +19.9% |
| 1Y | +21.8% | -4.6% | +26.4% | +19.2% |
| 3Y | +307.7% | +146.4% | +161.3% | +234.4% |
| 5Y | +213.7% | -2.5% | +216.3% | +171.3% |
| 10Y | +509.3% | +3,703.6% | -3,194.3% | +215.5% |
| All | +557.5% | +8,659.4% | -8,101.9% | +229.3% |
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