-11.2%
SHOP vs GFI
+26.4%
-37.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | -11.2% | -4.9% | -6.4% | -10.3% |
| 30D | -14.4% | +10.7% | -25.1% | -16.2% |
| 3M | +16.6% | +25.6% | -9.0% | +10.9% |
| 6M | -0.6% | -8.3% | +7.7% | -1.2% |
| YTD | -20.0% | +6.3% | -26.3% | -23.7% |
| 1Y | -11.2% | +22.1% | -33.3% | -20.0% |
| All | -11.2% | +26.4% | -37.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling