+112.8%
SHOP vs GH
+355.8%
-243.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.3% | -7.3% | -7.5% |
| 7D | -4.1% | -2.1% | -2.0% | -3.6% |
| 30D | -11.5% | -4.5% | -7.1% | -10.8% |
| 3M | +21.1% | +28.9% | -7.8% | +13.0% |
| 6M | +3.0% | +76.5% | -73.5% | -11.1% |
| YTD | -16.7% | +57.6% | -74.3% | -26.5% |
| 1Y | -8.3% | +167.5% | -175.8% | -29.2% |
| 3Y | +112.8% | +377.4% | -264.6% | +46.8% |
| All | +112.8% | +355.8% | -243.0% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling