-14.7%
SHOP vs GH
+21.3%
-36.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.7% |
| 7D | -13.2% | -1.2% | -12.0% | -12.8% |
| 30D | -17.0% | -3.7% | -13.4% | -16.3% |
| 3M | +17.0% | +21.7% | -4.7% | +6.7% |
| 6M | -2.1% | +75.7% | -77.9% | -23.6% |
| YTD | -21.4% | +55.7% | -77.0% | -36.1% |
| 1Y | -11.0% | +181.1% | -192.1% | -44.5% |
| 3Y | +100.9% | +371.6% | -270.7% | -12.4% |
| 5Y | -14.7% | +23.2% | -37.9% | -42.7% |
| All | -14.7% | +21.3% | -36.0% | -42.7% |
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