-4.9%
SHOP vs GNRC
+17.5%
-22.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -9.5% | +16.9% | +6.9% |
| 7D | -9.0% | -6.0% | -3.1% | -9.3% |
| 30D | -4.4% | -12.0% | +7.6% | -4.9% |
| 3M | +24.1% | -13.4% | +37.5% | +23.6% |
| 6M | +20.0% | -26.4% | +46.3% | +18.2% |
| YTD | -4.9% | +38.8% | -43.8% | -18.6% |
| 1Y | -4.9% | +20.9% | -25.8% | -13.4% |
| All | -4.9% | +17.5% | -22.5% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling