-11.4%
SHOP vs GD
+99.4%
-110.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.1% |
| 7D | +2.1% | +1.9% | +0.2% | +1.1% |
| 30D | -16.8% | +9.2% | -26.1% | -21.0% |
| 3M | -2.4% | -7.5% | +5.0% | +1.3% |
| 6M | +47.0% | +5.8% | +41.3% | +40.9% |
| YTD | -8.8% | +9.8% | -18.6% | -14.9% |
| 1Y | -6.3% | +5.8% | -12.0% | -10.4% |
| 3Y | +139.3% | +58.0% | +81.3% | +80.6% |
| All | -11.4% | +99.4% | -110.7% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling