+137.9%
SHOP vs GLDM
+105.8%
+32.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -6.9% | -6.3% |
| 7D | -13.9% | +1.9% | -15.8% | -14.3% |
| 30D | -12.6% | -1.7% | -10.9% | -12.2% |
| 3M | -0.3% | -3.5% | +3.2% | +0.5% |
| 6M | +33.6% | -10.1% | +43.6% | +36.1% |
| YTD | -10.7% | -5.0% | -5.6% | -8.4% |
| 1Y | -11.8% | +2.8% | -14.5% | -10.3% |
| All | +137.9% | +105.8% | +32.0% | +93.3% |
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