-14.7%
SHOP vs GIS
-25.0%
+10.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.6% |
| 7D | -13.2% | -8.4% | -4.8% | -14.4% |
| 30D | -17.0% | -5.2% | -11.8% | -17.7% |
| 3M | +17.0% | +8.2% | +8.8% | +19.3% |
| 6M | -2.1% | -12.0% | +9.9% | -5.7% |
| YTD | -21.4% | -18.9% | -2.5% | -25.4% |
| 1Y | -11.0% | -23.6% | +12.7% | -16.5% |
| 3Y | +100.9% | -37.6% | +138.5% | +82.1% |
| 5Y | -14.7% | -25.2% | +10.5% | -17.9% |
| All | -14.7% | -25.0% | +10.3% | -17.9% |
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