-4.9%
SHOP vs GM
+37.1%
-42.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.6% | +2.7% | +5.4% |
| 7D | -9.0% | +12.1% | -21.1% | -13.1% |
| 30D | -4.4% | +15.2% | -19.6% | -10.1% |
| 3M | +24.1% | +4.9% | +19.2% | +21.9% |
| 6M | +20.0% | +22.6% | -2.6% | +9.6% |
| YTD | -4.9% | +14.4% | -19.3% | -10.8% |
| 1Y | -4.9% | +39.4% | -44.3% | -25.0% |
| All | -4.9% | +37.1% | -42.0% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling