+751.5%
SHOP vs GH
+486.6%
+264.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.9% |
| 7D | -10.6% | -0.2% | -10.5% | -10.6% |
| 30D | -18.3% | -2.6% | -15.6% | -17.9% |
| 3M | +14.8% | +25.1% | -10.3% | +4.2% |
| 6M | -5.0% | +78.5% | -83.5% | -25.2% |
| YTD | -21.2% | +59.4% | -80.6% | -35.7% |
| 1Y | -11.6% | +173.9% | -185.5% | -42.6% |
| 3Y | +101.2% | +382.7% | -281.5% | -7.7% |
| 5Y | -15.7% | +24.4% | -40.1% | -41.6% |
| All | +751.5% | +486.6% | +264.9% | +265.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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