-5.6%
SHOP vs GRMN
+75.1%
-80.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -5.1% | -2.9% | -2.2% | -2.8% |
| 30D | +0.6% | -8.4% | +9.0% | +8.0% |
| 3M | +25.0% | +15.0% | +10.0% | +8.5% |
| 6M | +11.9% | +11.2% | +0.7% | -1.0% |
| YTD | -9.9% | +37.7% | -47.6% | -34.0% |
| 1Y | 0.0% | +18.5% | -18.5% | -17.4% |
| 3Y | +117.5% | +175.8% | -58.3% | -36.8% |
| All | -5.6% | +75.1% | -80.7% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling