+2,993.7%
SHOP vs GNRC
+448.8%
+2,544.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.4% |
| 7D | -11.2% | -0.2% | -11.0% | -11.2% |
| 30D | -14.4% | -15.7% | +1.4% | -7.8% |
| 3M | +16.6% | -27.3% | +43.9% | +31.2% |
| 6M | -0.6% | -12.1% | +11.5% | -1.4% |
| YTD | -20.0% | +37.1% | -57.1% | -39.2% |
| 1Y | -11.2% | -0.5% | -10.7% | -21.0% |
| 3Y | +99.5% | +61.5% | +38.0% | +29.1% |
| 5Y | -13.2% | -58.6% | +45.3% | +8.8% |
| All | +2,993.7% | +448.8% | +2,544.8% | +1,125.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling