-11.2%
SHOP vs GM
+40.9%
-52.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -14.7% | +3.6% | -18.3% | -17.3% |
| 3M | -7.2% | -0.2% | -7.0% | -8.2% |
| 6M | +54.2% | +13.9% | +40.3% | +38.2% |
| YTD | -8.6% | +6.5% | -15.1% | -15.2% |
| 1Y | +0.5% | +20.7% | -20.1% | -14.6% |
| 3Y | +135.9% | +229.5% | -93.5% | -21.6% |
| All | -11.2% | +40.9% | -52.1% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling