+7,358.2%
SHOP vs GFI
+1,609.3%
+5,748.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.4% |
| 7D | -10.6% | +4.7% | -15.3% | -11.0% |
| 30D | -18.3% | +14.4% | -32.7% | -19.3% |
| 3M | +14.8% | +32.5% | -17.7% | +12.0% |
| 6M | -5.0% | -7.2% | +2.1% | -5.1% |
| YTD | -21.2% | +10.9% | -32.1% | -22.5% |
| 1Y | -11.6% | +35.5% | -47.1% | -14.5% |
| 3Y | +101.2% | +312.1% | -210.9% | +75.6% |
| 5Y | -15.7% | +524.6% | -540.3% | -29.9% |
| 10Y | +2,989.4% | +1,092.7% | +1,896.7% | +2,419.9% |
| All | +7,358.2% | +1,609.3% | +5,748.9% | +5,964.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling