-0.5%
SHOP vs GTLB
-64.3%
+63.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.1% |
| 7D | +2.8% | -10.9% | +13.7% | +8.3% |
| 30D | -14.2% | -15.3% | +1.1% | -7.7% |
| 3M | -5.5% | +14.6% | -20.1% | -11.8% |
| 6M | +32.8% | +79.6% | -46.8% | +0.2% |
| YTD | -8.9% | +24.3% | -33.2% | -20.6% |
| 1Y | -7.7% | +1.0% | -8.7% | -12.4% |
| 3Y | +139.0% | +4.6% | +134.4% | +98.3% |
| 5Y | -0.5% | -63.7% | +63.2% | -1.5% |
| All | -0.5% | -64.3% | +63.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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