-12.8%
SHOP vs GFI
+524.1%
-536.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | -11.2% | -4.9% | -6.4% | -10.7% |
| 30D | -14.4% | +10.7% | -25.1% | -15.4% |
| 3M | +16.6% | +25.6% | -9.0% | +13.5% |
| 6M | -0.6% | -8.3% | +7.7% | -0.7% |
| YTD | -20.0% | +6.3% | -26.3% | -21.4% |
| 1Y | -11.2% | +22.1% | -33.3% | -14.0% |
| 3Y | +99.5% | +289.2% | -189.7% | +68.3% |
| All | -12.8% | +524.1% | -536.9% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling