-14.3%
SHOP vs GPN
-44.5%
+30.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.5% |
| 7D | -13.2% | -3.5% | -9.7% | -10.6% |
| 30D | -17.0% | +3.1% | -20.2% | -19.0% |
| 3M | +17.0% | +42.3% | -25.3% | -12.3% |
| 6M | -2.1% | +20.9% | -23.0% | -16.6% |
| YTD | -21.4% | +15.2% | -36.6% | -31.1% |
| 1Y | -11.0% | +5.4% | -16.4% | -16.8% |
| 3Y | +100.9% | -27.4% | +128.3% | +148.5% |
| All | -14.3% | -44.5% | +30.2% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling