+972.4%
GOOGL vs SHOP
+8,680.0%
-7,707.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.7% |
| 7D | +1.6% | -2.5% | +4.0% | +2.0% |
| 30D | -16.8% | -16.7% | -0.1% | -13.8% |
| 3M | -14.6% | -2.2% | -12.4% | -14.7% |
| 6M | -24.4% | +45.6% | -70.0% | -31.1% |
| YTD | -6.1% | -7.3% | +1.2% | -7.5% |
| 1Y | +1.0% | -6.1% | +7.1% | -0.9% |
| 3Y | +123.4% | +143.3% | -19.9% | +71.4% |
| 5Y | +103.2% | +0.2% | +103.1% | +66.9% |
| 10Y | +667.7% | +3,663.5% | -2,995.8% | +244.9% |
| All | +972.4% | +8,680.0% | -7,707.6% | +363.7% |
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