-14.7%
SHOP vs GM
+84.5%
-99.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -2.1% |
| 7D | -13.2% | -1.1% | -12.2% | -12.5% |
| 30D | -17.0% | -3.4% | -13.6% | -15.0% |
| 3M | +17.0% | +8.7% | +8.3% | +10.3% |
| 6M | -2.1% | +15.4% | -17.6% | -12.2% |
| YTD | -21.4% | +6.6% | -28.0% | -26.1% |
| 1Y | -11.0% | +51.5% | -62.5% | -35.9% |
| 3Y | +100.9% | +169.3% | -68.4% | -16.9% |
| 5Y | -14.7% | +81.6% | -96.2% | -57.7% |
| All | -14.7% | +84.5% | -99.2% | -57.7% |
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 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