-4.9%
SHOP vs GD
+9.0%
-13.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.6% | +9.9% | +8.0% |
| 7D | -9.0% | +3.0% | -12.0% | -10.1% |
| 30D | -4.4% | +10.5% | -14.9% | -7.8% |
| 3M | +24.1% | -5.0% | +29.1% | +26.6% |
| 6M | +20.0% | +5.5% | +14.5% | +16.4% |
| YTD | -4.9% | +10.3% | -15.3% | -12.8% |
| 1Y | -4.9% | +8.2% | -13.1% | -9.8% |
| All | -4.9% | +9.0% | -13.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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