+860.6%
SHOP vs GLDM
+219.1%
+641.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.9% |
| 7D | -5.4% | +4.7% | -10.1% | -6.8% |
| 30D | -10.3% | -0.9% | -9.4% | -10.0% |
| 3M | +1.0% | -4.3% | +5.3% | +2.4% |
| 6M | +41.2% | -13.4% | +54.6% | +47.3% |
| YTD | -7.5% | -5.8% | -1.7% | -6.3% |
| 1Y | -4.6% | +2.1% | -6.6% | -5.7% |
| 3Y | +146.4% | +105.0% | +41.4% | +84.5% |
| 5Y | -2.5% | +122.5% | -125.0% | -32.0% |
| All | +860.6% | +219.1% | +641.6% | +556.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling