+135.9%
SHOP vs GFS
-19.0%
+155.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | -1.2% | +7.4% | -8.6% | -2.7% |
| 30D | -14.7% | -15.3% | +0.5% | -12.0% |
| 3M | -7.2% | -21.1% | +13.9% | -3.2% |
| 6M | +54.2% | -44.5% | +98.7% | +70.1% |
| YTD | -8.6% | +19.2% | -27.8% | -28.3% |
| 1Y | +0.5% | +27.2% | -26.7% | -23.6% |
| 3Y | +135.9% | -20.1% | +156.1% | +108.9% |
| All | +135.9% | -19.0% | +155.0% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling