+120.5%
SHOP vs GS
+239.2%
-118.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -5.1% | +0.9% | -6.0% | -5.7% |
| 30D | +0.6% | -1.6% | +2.2% | +1.7% |
| 3M | +25.0% | -4.5% | +29.5% | +27.3% |
| 6M | +11.9% | +20.9% | -9.0% | -9.2% |
| YTD | -9.9% | +19.9% | -29.8% | -26.4% |
| 1Y | 0.0% | +41.4% | -41.5% | -30.7% |
| All | +120.5% | +239.2% | -118.7% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling