-4.9%
SHOP vs GGLL
-11.6%
+6.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.5% | +0.8% | +6.0% |
| 7D | -9.0% | -23.1% | +14.1% | -5.0% |
| 30D | -4.4% | -32.9% | +28.5% | +2.8% |
| 3M | +24.1% | -44.9% | +69.0% | +37.9% |
| 6M | +20.0% | -49.5% | +69.5% | +34.8% |
| YTD | -4.9% | -28.9% | +24.0% | -7.0% |
| 1Y | -4.9% | -12.2% | +7.3% | -16.4% |
| All | -4.9% | -11.6% | +6.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling