-11.2%
SHOP vs GD
+99.6%
-110.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | +2.7% | -3.9% | -2.6% |
| 30D | -14.7% | +8.6% | -23.3% | -18.7% |
| 3M | -7.2% | -7.1% | -0.2% | -3.9% |
| 6M | +54.2% | +7.5% | +46.7% | +46.4% |
| YTD | -8.6% | +9.9% | -18.5% | -14.7% |
| 1Y | +0.5% | +7.6% | -7.0% | -4.9% |
| 3Y | +135.9% | +56.2% | +79.7% | +79.3% |
| All | -11.2% | +99.6% | -110.8% | -40.4% |
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