+8,434.7%
SHOP vs GSK
+91.6%
+8,343.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -5.1% | -1.8% | -3.3% | -4.4% |
| 30D | +0.6% | -2.2% | +2.8% | +1.3% |
| 3M | +25.0% | -1.8% | +26.8% | +25.4% |
| 6M | +11.9% | -10.6% | +22.5% | +16.1% |
| YTD | -9.9% | +4.4% | -14.3% | -13.4% |
| 1Y | 0.0% | +30.4% | -30.5% | -13.8% |
| 3Y | +117.5% | +60.1% | +57.4% | +58.3% |
| 5Y | -6.6% | +46.8% | -53.4% | -30.4% |
| 10Y | +3,320.3% | +79.2% | +3,241.1% | +2,061.0% |
| All | +8,434.7% | +91.6% | +8,343.1% | +5,322.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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