+7,475.9%
SHOP vs GILD
+90.2%
+7,385.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -11.2% | -4.8% | -6.4% | -9.7% |
| 30D | -14.4% | +5.8% | -20.2% | -16.0% |
| 3M | +16.6% | +14.9% | +1.7% | +11.0% |
| 6M | -0.6% | -0.4% | -0.2% | -0.9% |
| YTD | -20.0% | +18.5% | -38.5% | -25.8% |
| 1Y | -11.2% | +25.1% | -36.3% | -19.6% |
| 3Y | +99.5% | +105.9% | -6.4% | +43.9% |
| 5Y | -13.2% | +143.0% | -156.2% | -42.8% |
| 10Y | +3,038.2% | +162.4% | +2,875.8% | +1,807.4% |
| All | +7,475.9% | +90.2% | +7,385.7% | +6,619.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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