+373.8%
SHOP vs GGLL
+217.5%
+156.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -3.0% |
| 7D | +2.1% | +11.5% | -9.4% | -2.0% |
| 30D | -16.8% | -31.2% | +14.4% | -6.1% |
| 3M | -2.4% | -28.7% | +26.2% | +8.6% |
| 6M | +47.0% | -47.2% | +94.2% | +77.6% |
| YTD | -8.8% | -24.3% | +15.4% | -8.3% |
| 1Y | -6.3% | -12.0% | +5.7% | -12.4% |
| 3Y | +139.3% | +169.6% | -30.3% | +15.4% |
| All | +373.8% | +217.5% | +156.3% | +114.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling