-7.7%
SHOP vs GD
+8.1%
-15.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.0% |
| 7D | +2.8% | -1.9% | +4.7% | +3.3% |
| 30D | -14.2% | +10.9% | -25.1% | -17.3% |
| 3M | -5.5% | -6.8% | +1.2% | -2.7% |
| 6M | +32.8% | +7.0% | +25.8% | +28.1% |
| YTD | -8.9% | +11.1% | -20.0% | -16.9% |
| 1Y | -7.7% | +7.0% | -14.8% | -8.9% |
| All | -7.7% | +8.1% | -15.9% | -8.9% |
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