+380.7%
SHOP vs GGLL
+188.6%
+192.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.1% |
| 7D | -5.4% | +3.1% | -8.5% | -6.4% |
| 30D | -10.3% | -36.3% | +26.0% | +4.3% |
| 3M | +1.0% | -40.4% | +41.4% | +20.1% |
| 6M | +41.2% | -54.6% | +95.8% | +81.3% |
| YTD | -7.5% | -31.1% | +23.6% | -3.5% |
| 1Y | -4.6% | -19.2% | +14.6% | -8.0% |
| 3Y | +146.4% | +151.5% | -5.1% | +21.5% |
| All | +380.7% | +188.6% | +192.0% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling