-13.1%
SHOP vs GFS
-2.1%
-11.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -13.2% | +3.2% | -16.4% | -14.4% |
| 30D | -17.0% | -9.6% | -7.5% | -13.9% |
| 3M | +17.0% | -38.5% | +55.5% | +38.6% |
| 6M | -2.1% | -1.3% | -0.8% | -13.3% |
| YTD | -21.4% | +31.8% | -53.2% | -43.1% |
| 1Y | -11.0% | +44.6% | -55.5% | -39.4% |
| 3Y | +100.9% | -20.6% | +121.6% | +81.4% |
| All | -13.1% | -2.1% | -11.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling