+3,608.8%
SHOP vs GS
+494.8%
+3,114.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.8% |
| 7D | -5.4% | -3.2% | -2.2% | -3.4% |
| 30D | -10.3% | -2.4% | -7.9% | -8.7% |
| 3M | +1.0% | -15.7% | +16.7% | +12.3% |
| 6M | +41.2% | -6.8% | +48.0% | +44.5% |
| YTD | -7.5% | -0.1% | -7.4% | -9.9% |
| 1Y | -4.6% | +12.1% | -16.7% | -13.7% |
| 3Y | +146.4% | +185.8% | -39.4% | +28.5% |
| 5Y | -2.5% | +140.1% | -142.6% | -44.2% |
| All | +3,608.8% | +494.8% | +3,114.0% | +1,616.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling