-11.2%
SHOP vs GPC
+4.3%
-15.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.2% | +0.4% | -1.7% | -1.4% |
| 30D | -14.7% | -6.3% | -8.4% | -12.1% |
| 3M | -7.2% | -8.2% | +0.9% | -3.4% |
| 6M | +54.2% | +27.1% | +27.1% | +34.1% |
| YTD | -8.6% | +3.1% | -11.8% | -13.9% |
| 1Y | +0.5% | +0.1% | +0.4% | -3.7% |
| 3Y | +135.9% | +0.2% | +135.7% | +105.0% |
| All | -11.2% | +4.3% | -15.5% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling