-13.0%
SHOP vs GFS
-2.1%
-10.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -6.2% |
| 7D | -10.6% | +4.5% | -15.1% | -12.3% |
| 30D | -18.3% | -8.2% | -10.1% | -15.7% |
| 3M | +14.8% | -38.9% | +53.7% | +36.4% |
| 6M | -5.0% | -2.9% | -2.1% | -15.2% |
| YTD | -21.2% | +31.8% | -53.0% | -43.0% |
| 1Y | -11.6% | +43.1% | -54.7% | -39.4% |
| 3Y | +101.2% | -20.6% | +121.9% | +81.7% |
| All | -13.0% | -2.1% | -10.9% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling