-12.1%
SHOP vs GME
-49.3%
+37.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.7% |
| 7D | +2.1% | +6.0% | -3.9% | +1.1% |
| 30D | -16.8% | -5.9% | -11.0% | -15.9% |
| 3M | -2.4% | +38.2% | -40.6% | -7.6% |
| 6M | +47.0% | +14.5% | +32.5% | +43.4% |
| YTD | -8.8% | +27.6% | -36.4% | -13.0% |
| 1Y | -6.3% | +19.9% | -26.2% | -9.8% |
| 3Y | +139.3% | +104.3% | +35.0% | +43.3% |
| 5Y | -12.1% | -49.3% | +37.2% | -34.2% |
| All | -12.1% | -49.3% | +37.2% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling