+2,993.7%
SHOP vs GM
+240.0%
+2,753.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -11.2% | -2.4% | -8.8% | -10.1% |
| 30D | -14.4% | -1.1% | -13.3% | -13.9% |
| 3M | +16.6% | +6.1% | +10.5% | +13.3% |
| 6M | -0.6% | +15.0% | -15.5% | -7.3% |
| YTD | -20.0% | +6.0% | -26.0% | -22.8% |
| 1Y | -11.2% | +47.1% | -58.3% | -27.1% |
| 3Y | +99.5% | +170.5% | -71.0% | +19.3% |
| 5Y | -13.2% | +80.5% | -93.7% | -38.9% |
| All | +2,993.7% | +240.0% | +2,753.7% | +1,535.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling