+8,901.8%
SHOP vs GD
+232.7%
+8,669.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.6% | +9.9% | +8.5% |
| 7D | -9.0% | +3.0% | -12.0% | -10.5% |
| 30D | -4.4% | +10.5% | -14.9% | -9.1% |
| 3M | +24.1% | -5.0% | +29.1% | +26.5% |
| 6M | +20.0% | +5.5% | +14.5% | +15.9% |
| YTD | -4.9% | +10.3% | -15.3% | -10.5% |
| 1Y | -4.9% | +8.2% | -13.1% | -9.5% |
| 3Y | +149.0% | +59.0% | +89.9% | +96.6% |
| 5Y | -0.7% | +104.3% | -104.9% | -30.3% |
| 10Y | +3,808.8% | +202.4% | +3,606.4% | +2,008.6% |
| All | +8,901.8% | +232.7% | +8,669.1% | +4,765.3% |
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