+8,434.7%
SHOP vs GIS
+2.0%
+8,432.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.4% |
| 7D | -5.1% | -7.8% | +2.7% | -4.8% |
| 30D | +0.6% | +6.6% | -6.0% | +0.3% |
| 3M | +25.0% | +21.0% | +4.1% | +24.3% |
| 6M | +11.9% | -9.1% | +21.0% | +11.8% |
| YTD | -9.9% | -13.6% | +3.8% | -9.9% |
| 1Y | 0.0% | -18.0% | +18.0% | +0.1% |
| 3Y | +117.5% | -33.7% | +151.2% | +119.3% |
| 5Y | -6.6% | -19.4% | +12.8% | -10.5% |
| 10Y | +3,320.3% | -21.3% | +3,341.6% | +3,407.1% |
| All | +8,434.7% | +2.0% | +8,432.7% | +8,007.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling