+135.9%
SHOP vs GM
+231.6%
-95.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -14.7% | +3.6% | -18.3% | -16.2% |
| 3M | -7.2% | -0.2% | -7.0% | -7.5% |
| 6M | +54.2% | +13.9% | +40.3% | +44.5% |
| YTD | -8.6% | +6.5% | -15.1% | -12.2% |
| 1Y | +0.5% | +20.7% | -20.1% | -8.6% |
| 3Y | +135.9% | +229.5% | -93.5% | +44.7% |
| All | +135.9% | +231.6% | -95.6% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling