+25.0%
SHOP vs GIS
+18.7%
+6.3%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.4% |
| 7D | -5.1% | -7.8% | +2.7% | -1.9% |
| 30D | +0.6% | +6.6% | -6.0% | -3.2% |
| 3M | +25.0% | +21.0% | +4.1% | +16.0% |
| All | +25.0% | +18.7% | +6.3% | +16.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling