+3,663.5%
SHOP vs GS
+474.9%
+3,188.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +0.7% |
| 7D | -2.5% | -0.1% | -2.3% | -2.4% |
| 30D | -16.7% | +3.7% | -20.4% | -18.5% |
| 3M | -2.2% | -10.0% | +7.8% | +4.3% |
| 6M | +45.6% | -1.0% | +46.6% | +43.5% |
| YTD | -7.3% | +7.0% | -14.3% | -13.6% |
| 1Y | -6.1% | +16.6% | -22.7% | -17.3% |
| 3Y | +143.3% | +204.4% | -61.1% | +20.8% |
| 5Y | +0.2% | +160.0% | -159.9% | -45.8% |
| 10Y | +3,663.5% | +458.9% | +3,204.6% | +1,386.6% |
| All | +3,663.5% | +474.9% | +3,188.6% | +1,386.6% |
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