+146.4%
SHOP vs GLDM
+104.2%
+42.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | -5.4% | +4.7% | -10.1% | -6.6% |
| 30D | -10.3% | -0.9% | -9.4% | -10.1% |
| 3M | +1.0% | -4.3% | +5.3% | +2.1% |
| 6M | +41.2% | -13.4% | +54.6% | +44.8% |
| YTD | -7.5% | -5.8% | -1.7% | -5.0% |
| 1Y | -4.6% | +2.1% | -6.6% | -2.8% |
| 3Y | +146.4% | +105.0% | +41.4% | +100.7% |
| All | +146.4% | +104.2% | +42.2% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling