+780.7%
GOOG vs SHOP
+3,113.3%
-2,332.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.1% |
| 7D | 0.0% | -11.2% | +11.3% | +2.6% |
| 30D | -2.0% | -14.4% | +12.4% | +1.3% |
| 3M | -5.9% | +16.6% | -22.4% | -10.2% |
| 6M | +8.9% | -0.6% | +9.5% | +6.6% |
| YTD | +7.1% | -20.0% | +27.1% | +9.2% |
| 1Y | +39.7% | -11.2% | +50.9% | +38.3% |
| 3Y | +145.8% | +99.5% | +46.4% | +89.3% |
| 5Y | +138.6% | -13.2% | +151.8% | +99.1% |
| All | +780.7% | +3,113.3% | -2,332.7% | +210.1% |
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