-9.3%
SHOP vs GE
+434.8%
-444.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.9% | -7.1% |
| 7D | -4.1% | +1.2% | -5.2% | -4.8% |
| 30D | -11.5% | -9.5% | -2.0% | -5.6% |
| 3M | +21.1% | +4.1% | +16.9% | +15.9% |
| 6M | +3.0% | +3.9% | -0.9% | -2.9% |
| YTD | -16.7% | +9.0% | -25.7% | -25.4% |
| 1Y | -8.3% | +21.9% | -30.2% | -25.4% |
| 3Y | +112.8% | +281.8% | -169.0% | -37.6% |
| 5Y | -9.3% | +436.7% | -446.0% | -83.3% |
| All | -9.3% | +434.8% | -444.1% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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