+112.8%
SHOP vs GME
+4.1%
+108.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.4% | -6.2% | -7.5% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | -11.5% | -1.4% | -10.1% | -11.4% |
| 3M | +21.1% | -15.1% | +36.2% | +22.4% |
| 6M | +3.0% | -22.5% | +25.5% | +4.7% |
| YTD | -16.7% | -5.9% | -10.8% | -16.4% |
| 1Y | -8.3% | -18.6% | +10.4% | -7.2% |
| 3Y | +112.8% | +6.7% | +106.2% | +108.8% |
| All | +112.8% | +4.1% | +108.7% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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