+3,781.0%
SHOP vs GIS
-16.9%
+3,797.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.2% |
| 7D | -1.2% | -3.4% | +2.1% | -1.2% |
| 30D | -14.7% | +6.9% | -21.6% | -14.7% |
| 3M | -7.2% | -10.1% | +2.9% | -7.2% |
| 6M | +54.2% | +5.9% | +48.3% | +54.6% |
| YTD | -8.6% | -21.1% | +12.5% | -9.2% |
| 1Y | +0.5% | -22.5% | +23.0% | -0.1% |
| 3Y | +135.9% | -39.0% | +174.9% | +134.3% |
| 5Y | -11.9% | -33.3% | +21.4% | -14.1% |
| All | +3,781.0% | -16.9% | +3,797.9% | +3,715.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling