+7,788.2%
SHOP vs GNRC
+349.2%
+7,439.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.5% | -9.1% | -8.2% |
| 7D | -4.1% | +4.8% | -8.9% | -6.1% |
| 30D | -11.5% | -10.4% | -1.2% | -7.8% |
| 3M | +21.1% | -28.5% | +49.5% | +36.1% |
| 6M | +3.0% | -6.8% | +9.8% | -0.5% |
| YTD | -16.7% | +39.5% | -56.2% | -36.0% |
| 1Y | -8.3% | +3.4% | -11.7% | -19.1% |
| 3Y | +112.8% | +65.1% | +47.7% | +41.1% |
| 5Y | -9.3% | -57.1% | +47.8% | +8.5% |
| 10Y | +3,003.4% | +432.5% | +2,570.9% | +1,311.0% |
| All | +7,788.2% | +349.2% | +7,439.0% | +2,681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling