+135.5%
SHOP vs GAP
+72.0%
+63.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.2% |
| 7D | +2.1% | -5.2% | +7.3% | +3.8% |
| 30D | -16.8% | -6.9% | -9.9% | -14.9% |
| 3M | -2.4% | +5.7% | -8.1% | -4.4% |
| 6M | +47.0% | +0.9% | +46.1% | +44.7% |
| YTD | -8.8% | -14.5% | +5.7% | -6.2% |
| 1Y | -6.3% | -12.1% | +5.8% | -4.7% |
| All | +135.5% | +72.0% | +63.4% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling