+8,355.9%
SHOP vs GS
+432.6%
+7,923.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.4% | +0.3% | -2.0% |
| 7D | -13.9% | -6.3% | -7.5% | -10.0% |
| 30D | -12.6% | -3.1% | -9.4% | -10.6% |
| 3M | -0.3% | -17.7% | +17.3% | +12.4% |
| 6M | +33.6% | -4.6% | +38.1% | +34.6% |
| YTD | -10.7% | +0.3% | -11.0% | -13.2% |
| 1Y | -11.8% | +11.7% | -23.5% | -20.0% |
| 3Y | +133.9% | +183.6% | -49.7% | +21.6% |
| 5Y | -5.9% | +141.0% | -146.9% | -46.1% |
| 10Y | +3,571.8% | +507.4% | +3,064.3% | +1,106.0% |
| All | +8,355.9% | +432.6% | +7,923.3% | +3,228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling