+874.3%
SHOP vs GH
+481.7%
+392.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -5.1% | -0.1% | -5.1% | -5.2% |
| 30D | +0.6% | -1.1% | +1.7% | +0.5% |
| 3M | +25.0% | +21.3% | +3.7% | +14.8% |
| 6M | +11.9% | +73.5% | -61.6% | -10.9% |
| YTD | -9.9% | +58.0% | -67.9% | -26.2% |
| 1Y | 0.0% | +163.1% | -163.1% | -34.2% |
| 3Y | +117.5% | +361.0% | -243.5% | +1.6% |
| 5Y | -6.6% | +22.5% | -29.2% | -34.9% |
| All | +874.3% | +481.7% | +392.7% | +319.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling