+37.3%
SHOP vs GLXY
-38.3%
+75.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.2% | -4.1% | +1.4% |
| 7D | -2.7% | -0.5% | -2.1% | -3.4% |
| 30D | -11.0% | -28.6% | +17.6% | -8.1% |
| 3M | +0.3% | -28.1% | +28.4% | +3.3% |
| 6M | +37.7% | -52.0% | +89.7% | +48.1% |
| YTD | -5.5% | -35.1% | +29.6% | -6.6% |
| 1Y | -0.2% | -54.0% | +53.8% | +4.4% |
| All | +37.3% | -38.3% | +75.6% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling