-15.7%
SHOP vs GME
-55.8%
+40.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.3% | -10.7% | -6.4% |
| 7D | -10.6% | +4.8% | -15.5% | -11.4% |
| 30D | -18.3% | +5.9% | -24.1% | -19.2% |
| 3M | +14.8% | -10.7% | +25.6% | +16.8% |
| 6M | -5.0% | -19.8% | +14.8% | -1.8% |
| YTD | -21.2% | -0.9% | -20.3% | -21.6% |
| 1Y | -11.6% | -15.7% | +4.1% | -9.8% |
| 3Y | +101.2% | +12.3% | +88.9% | +41.1% |
| 5Y | -15.7% | -60.1% | +44.4% | -33.9% |
| All | -15.7% | -55.8% | +40.1% | -33.9% |
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