+8,434.7%
SHOP vs GM
+222.0%
+8,212.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.9% |
| 7D | -5.1% | +1.9% | -7.0% | -6.0% |
| 30D | +0.6% | -1.4% | +2.0% | +1.2% |
| 3M | +25.0% | +5.9% | +19.1% | +21.4% |
| 6M | +11.9% | +12.4% | -0.5% | +5.1% |
| YTD | -9.9% | +8.6% | -18.5% | -14.3% |
| 1Y | 0.0% | +52.6% | -52.7% | -20.0% |
| 3Y | +117.5% | +169.7% | -52.2% | +27.8% |
| 5Y | -6.6% | +87.5% | -94.2% | -35.7% |
| 10Y | +3,320.3% | +233.0% | +3,087.4% | +1,471.3% |
| All | +8,434.7% | +222.0% | +8,212.7% | +4,355.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling