+8,434.7%
SHOP vs GRMN
+731.8%
+7,702.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -5.1% | -2.9% | -2.2% | -3.1% |
| 30D | +0.6% | -8.4% | +9.0% | +6.9% |
| 3M | +25.0% | +15.0% | +10.0% | +11.3% |
| 6M | +11.9% | +11.2% | +0.7% | +1.2% |
| YTD | -9.9% | +37.7% | -47.6% | -29.9% |
| 1Y | 0.0% | +18.5% | -18.5% | -14.1% |
| 3Y | +117.5% | +175.8% | -58.3% | -3.5% |
| 5Y | -6.6% | +75.1% | -81.7% | -44.5% |
| 10Y | +3,320.3% | +637.0% | +2,683.3% | +873.3% |
| All | +8,434.7% | +731.8% | +7,702.9% | +2,023.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling