-4.6%
SHOP vs GLDM
+1.8%
-6.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.9% |
| 7D | -5.4% | +4.7% | -10.1% | -7.1% |
| 30D | -10.3% | -0.9% | -9.4% | -10.0% |
| 3M | +1.0% | -4.3% | +5.3% | +2.5% |
| 6M | +41.2% | -13.4% | +54.6% | +46.2% |
| YTD | -7.5% | -5.8% | -1.7% | -5.4% |
| 1Y | -4.6% | +2.1% | -6.6% | -10.4% |
| All | -4.6% | +1.8% | -6.3% | -10.4% |
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