-11.0%
SHOP vs GAP
-9.4%
-1.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -13.2% | -6.3% | -6.9% | -11.5% |
| 30D | -17.0% | -0.2% | -16.8% | -17.1% |
| 3M | +17.0% | 0.0% | +17.0% | +16.5% |
| 6M | -2.1% | -8.1% | +6.0% | -2.0% |
| YTD | -21.4% | -16.5% | -4.9% | -19.1% |
| 1Y | -11.0% | -10.5% | -0.5% | -13.4% |
| All | -11.0% | -9.4% | -1.6% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling