-12.1%
SHOP vs GIS
-34.7%
+22.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.4% | -2.0% |
| 7D | +2.1% | -8.1% | +10.2% | +0.8% |
| 30D | -16.8% | +5.3% | -22.2% | -16.1% |
| 3M | -2.4% | -10.5% | +8.1% | -3.9% |
| 6M | +47.0% | +1.8% | +45.2% | +48.7% |
| YTD | -8.8% | -22.9% | +14.1% | -14.3% |
| 1Y | -6.3% | -22.9% | +16.7% | -11.8% |
| 3Y | +139.3% | -40.5% | +179.8% | +114.6% |
| 5Y | -12.1% | -34.9% | +22.8% | -13.3% |
| All | -12.1% | -34.7% | +22.6% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling