+3,663.5%
SHOP vs GPC
+78.6%
+3,584.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -2.5% | -2.1% | -0.4% | -1.6% |
| 30D | -16.7% | -4.5% | -12.2% | -15.3% |
| 3M | -2.2% | -7.7% | +5.5% | +0.8% |
| 6M | +45.6% | +24.3% | +21.3% | +31.9% |
| YTD | -7.3% | +3.5% | -10.7% | -11.1% |
| 1Y | -6.1% | +0.7% | -6.8% | -9.0% |
| 3Y | +143.3% | 0.0% | +143.3% | +128.4% |
| 5Y | +0.2% | +5.8% | -5.7% | -6.5% |
| 10Y | +3,663.5% | +75.8% | +3,587.7% | +2,833.4% |
| All | +3,663.5% | +78.6% | +3,584.9% | +2,833.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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