-4.9%
SHOP vs GS
+21.8%
-26.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.8% | +5.6% |
| 7D | -9.0% | +0.3% | -9.3% | -9.1% |
| 30D | -4.4% | +3.9% | -8.3% | -5.9% |
| 3M | +24.1% | -11.4% | +35.5% | +30.8% |
| 6M | +20.0% | +3.7% | +16.3% | +11.5% |
| YTD | -4.9% | +7.1% | -12.1% | -13.8% |
| 1Y | -4.9% | +19.7% | -24.6% | -25.2% |
| All | -4.9% | +21.8% | -26.7% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling