+836.0%
SHOP vs GLDM
+248.1%
+587.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -5.1% | -0.5% | -4.6% | -4.9% |
| 30D | +0.6% | +4.4% | -3.8% | -0.8% |
| 3M | +25.0% | -1.1% | +26.1% | +25.3% |
| 6M | +11.9% | -13.7% | +25.6% | +16.2% |
| YTD | -9.9% | +2.8% | -12.6% | -11.2% |
| 1Y | 0.0% | +24.8% | -24.9% | -7.1% |
| 3Y | +117.5% | +127.8% | -10.3% | +57.2% |
| 5Y | -6.6% | +141.1% | -147.8% | -36.5% |
| All | +836.0% | +248.1% | +587.9% | +522.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling