+3,167.5%
SHOP vs GRMN
+637.4%
+2,530.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.2% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -11.5% | -11.3% | -0.2% | -3.4% |
| 3M | +21.1% | +17.7% | +3.3% | +4.9% |
| 6M | +3.0% | +14.2% | -11.2% | -9.1% |
| YTD | -16.7% | +37.0% | -53.7% | -36.2% |
| 1Y | -8.3% | +17.0% | -25.3% | -21.4% |
| 3Y | +112.8% | +183.2% | -70.4% | -15.6% |
| 5Y | -9.3% | +77.3% | -86.5% | -49.8% |
| All | +3,167.5% | +637.4% | +2,530.2% | +705.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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