+373.2%
SHOP vs GGLL
+194.0%
+179.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | +2.8% | +5.1% | -2.3% | +1.1% |
| 30D | -14.2% | -35.5% | +21.3% | -0.7% |
| 3M | -5.5% | -39.2% | +33.6% | +11.6% |
| 6M | +32.8% | -54.4% | +87.2% | +70.2% |
| YTD | -8.9% | -29.8% | +20.9% | -5.6% |
| 1Y | -7.7% | -20.4% | +12.7% | -10.3% |
| 3Y | +139.0% | +149.7% | -10.7% | +18.7% |
| All | +373.2% | +194.0% | +179.2% | +120.3% |
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