+3,608.8%
SHOP vs GD
+190.6%
+3,418.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.9% |
| 7D | -5.4% | -5.0% | -0.5% | -3.4% |
| 30D | -10.3% | +8.9% | -19.2% | -13.9% |
| 3M | +1.0% | -8.0% | +9.0% | +4.4% |
| 6M | +41.2% | +2.9% | +38.3% | +38.2% |
| YTD | -7.5% | +7.1% | -14.6% | -11.4% |
| 1Y | -4.6% | +5.9% | -10.5% | -8.0% |
| 3Y | +146.4% | +53.9% | +92.6% | +100.8% |
| 5Y | -2.5% | +95.4% | -98.0% | -28.2% |
| All | +3,608.8% | +190.6% | +3,418.3% | +3,061.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling