+845.8%
SHOP vs GLDM
+216.5%
+629.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -0.9% | -2.7% |
| 7D | +2.8% | +2.9% | 0.0% | +1.9% |
| 30D | -14.2% | -3.9% | -10.3% | -13.0% |
| 3M | -5.5% | -8.1% | +2.6% | -2.9% |
| 6M | +32.8% | -14.7% | +47.5% | +39.2% |
| YTD | -8.9% | -6.6% | -2.3% | -7.4% |
| 1Y | -7.7% | -2.1% | -5.7% | -7.6% |
| 3Y | +139.0% | +107.7% | +31.3% | +78.1% |
| 5Y | -0.5% | +116.5% | -117.0% | -29.7% |
| All | +845.8% | +216.5% | +629.3% | +548.6% |
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