+146.4%
SHOP vs GD
+54.3%
+92.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.9% |
| 7D | -5.4% | -5.0% | -0.5% | -3.3% |
| 30D | -10.3% | +8.9% | -19.2% | -14.4% |
| 3M | +1.0% | -8.0% | +9.0% | +5.0% |
| 6M | +41.2% | +2.9% | +38.3% | +37.4% |
| YTD | -7.5% | +7.1% | -14.6% | -12.4% |
| 1Y | -4.6% | +5.9% | -10.5% | -8.9% |
| 3Y | +146.4% | +53.9% | +92.6% | +115.1% |
| All | +146.4% | +54.3% | +92.1% | +115.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling