+2,993.7%
SHOP vs GWRE
+131.0%
+2,862.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.3% |
| 7D | -11.2% | -13.2% | +2.0% | -1.7% |
| 30D | -14.4% | -18.6% | +4.2% | -4.1% |
| 3M | +16.6% | +18.9% | -2.3% | -3.3% |
| 6M | -0.6% | -11.0% | +10.4% | -0.1% |
| YTD | -20.0% | -29.9% | +9.9% | -4.9% |
| 1Y | -11.2% | -44.3% | +33.1% | +25.9% |
| 3Y | +99.5% | +51.7% | +47.8% | +5.3% |
| 5Y | -13.2% | +15.4% | -28.7% | -41.7% |
| All | +2,993.7% | +131.0% | +2,862.7% | +1,178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling