-6.3%
SHOP vs GLDM
-6.3%
+0.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.5% |
| 7D | +2.1% | -5.5% | +7.6% | +4.5% |
| 30D | -16.8% | -7.0% | -9.9% | -14.5% |
| 3M | -2.4% | -12.3% | +9.9% | +2.4% |
| 6M | +47.0% | -17.9% | +64.9% | +55.2% |
| YTD | -8.8% | -10.3% | +1.5% | -3.5% |
| 1Y | -6.3% | -7.8% | +1.5% | -4.2% |
| All | -6.3% | -6.3% | +0.1% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling