+96.1%
SHOP vs GNRC
+57.0%
+39.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +0.5% |
| 7D | -13.2% | -0.7% | -12.5% | -13.1% |
| 30D | -17.0% | -15.8% | -1.2% | -13.5% |
| 3M | +17.0% | -24.0% | +41.0% | +23.2% |
| 6M | -2.1% | -13.8% | +11.6% | -3.6% |
| YTD | -21.4% | +33.2% | -54.6% | -37.4% |
| 1Y | -11.0% | -1.8% | -9.2% | -19.1% |
| All | +96.1% | +57.0% | +39.1% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling