+107.7%
SHOP vs GIS
-34.3%
+142.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -6.0% | -7.8% |
| 7D | -4.1% | -8.3% | +4.2% | -5.3% |
| 30D | -11.5% | +2.2% | -13.7% | -11.2% |
| 3M | +21.1% | +15.7% | +5.4% | +25.5% |
| 6M | +3.0% | -12.0% | +15.0% | -2.9% |
| YTD | -16.7% | -15.0% | -1.7% | -21.6% |
| 1Y | -8.3% | -20.1% | +11.8% | -14.9% |
| All | +107.7% | -34.3% | +142.0% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling