+8,434.7%
SHOP vs GD
+226.1%
+8,208.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.3% |
| 7D | -5.1% | -5.3% | +0.1% | -2.6% |
| 30D | +0.6% | -6.4% | +7.0% | +3.8% |
| 3M | +25.0% | +5.7% | +19.3% | +21.1% |
| 6M | +11.9% | -0.9% | +12.9% | +11.8% |
| YTD | -9.9% | +8.2% | -18.0% | -14.0% |
| 1Y | 0.0% | +13.4% | -13.5% | -6.6% |
| 3Y | +117.5% | +68.5% | +49.0% | +67.1% |
| 5Y | -6.6% | +97.2% | -103.8% | -33.2% |
| 10Y | +3,320.3% | +190.2% | +3,130.1% | +1,801.6% |
| All | +8,434.7% | +226.1% | +8,208.6% | +4,576.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling