-2.9%
SHOP vs GS
+138.4%
-141.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.9% |
| 7D | -5.4% | -3.2% | -2.2% | -2.4% |
| 30D | -10.3% | -2.4% | -7.9% | -8.1% |
| 3M | +1.0% | -15.7% | +16.7% | +18.1% |
| 6M | +41.2% | -6.8% | +48.0% | +43.6% |
| YTD | -7.5% | -0.1% | -7.4% | -14.0% |
| 1Y | -4.6% | +12.1% | -16.7% | -22.0% |
| 3Y | +146.4% | +185.8% | -39.4% | -33.6% |
| All | -2.9% | +138.4% | -141.4% | -72.0% |
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