+827.4%
SHOP vs GLDM
+221.7%
+605.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -6.9% | -6.3% |
| 7D | -13.9% | +1.9% | -15.8% | -14.4% |
| 30D | -12.6% | -1.7% | -10.9% | -12.1% |
| 3M | -0.3% | -3.5% | +3.2% | +0.8% |
| 6M | +33.6% | -10.1% | +43.6% | +37.8% |
| YTD | -10.7% | -5.0% | -5.6% | -9.8% |
| 1Y | -11.8% | +2.8% | -14.5% | -13.0% |
| 3Y | +133.9% | +105.1% | +28.7% | +75.2% |
| 5Y | -5.9% | +124.3% | -130.2% | -34.6% |
| All | +827.4% | +221.7% | +605.7% | +532.4% |
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 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