-0.5%
SHOP vs GH
+46.0%
-46.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.8% |
| 7D | +2.8% | -11.2% | +14.1% | +7.3% |
| 30D | -14.2% | -7.2% | -7.0% | -12.1% |
| 3M | -5.5% | -7.1% | +1.6% | -4.3% |
| 6M | +32.8% | +62.3% | -29.5% | +6.3% |
| YTD | -8.9% | +52.1% | -61.0% | -26.1% |
| 1Y | -7.7% | +58.6% | -66.4% | -26.5% |
| 3Y | +139.0% | +619.9% | -480.9% | -17.8% |
| 5Y | -0.5% | +49.7% | -50.2% | -35.8% |
| All | -0.5% | +46.0% | -46.6% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling