+2,993.7%
SHOP vs GPN
+28.2%
+2,965.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -11.2% | -4.6% | -6.6% | -7.9% |
| 30D | -14.4% | -0.3% | -14.1% | -14.1% |
| 3M | +16.6% | +35.4% | -18.9% | -7.6% |
| 6M | -0.6% | +21.7% | -22.2% | -14.8% |
| YTD | -20.0% | +14.9% | -34.9% | -29.2% |
| 1Y | -11.2% | +3.2% | -14.4% | -15.4% |
| 3Y | +99.5% | -27.1% | +126.6% | +141.5% |
| 5Y | -13.2% | -44.4% | +31.1% | +26.3% |
| All | +2,993.7% | +28.2% | +2,965.5% | +2,119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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