-5.6%
SHOP vs GS
+185.3%
-190.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -5.1% | +0.9% | -6.0% | -5.9% |
| 30D | +0.6% | -1.6% | +2.2% | +1.9% |
| 3M | +25.0% | -4.5% | +29.5% | +27.3% |
| 6M | +11.9% | +20.9% | -9.0% | -12.0% |
| YTD | -9.9% | +19.9% | -29.8% | -28.8% |
| 1Y | 0.0% | +41.4% | -41.5% | -34.3% |
| 3Y | +117.5% | +239.2% | -121.7% | -47.4% |
| All | -5.6% | +185.3% | -190.8% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling