+2,989.4%
SHOP vs GAP
+28.3%
+2,961.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.6% | -0.9% | -4.3% |
| 7D | -10.6% | -3.2% | -7.5% | -9.9% |
| 30D | -18.3% | -0.7% | -17.6% | -18.4% |
| 3M | +14.8% | -0.5% | +15.3% | +14.6% |
| 6M | -5.0% | -5.0% | 0.0% | -4.8% |
| YTD | -21.2% | -14.7% | -6.6% | -19.2% |
| 1Y | -11.6% | -8.6% | -3.0% | -11.2% |
| 3Y | +101.2% | +108.4% | -7.1% | +59.5% |
| 5Y | -15.7% | +5.8% | -21.5% | -28.7% |
| 10Y | +2,989.4% | +29.6% | +2,959.8% | +2,050.6% |
| All | +2,989.4% | +28.3% | +2,961.1% | +2,050.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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