+3,569.5%
SHOP vs GPC
+89.3%
+3,480.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.1% |
| 7D | -5.4% | +1.6% | -7.0% | -6.0% |
| 30D | -10.3% | -2.1% | -8.2% | -9.7% |
| 3M | +1.0% | -6.8% | +7.8% | +3.7% |
| 6M | +41.2% | +18.6% | +22.6% | +30.6% |
| YTD | -7.5% | +2.7% | -10.2% | -11.0% |
| 1Y | -4.6% | +1.8% | -6.4% | -8.0% |
| 3Y | +146.4% | +1.1% | +145.4% | +130.1% |
| 5Y | -2.5% | +4.1% | -6.6% | -8.5% |
| All | +3,569.5% | +89.3% | +3,480.2% | +2,854.8% |
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