-12.8%
SHOP vs GWRE
+15.1%
-27.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.3% |
| 7D | -11.2% | -13.2% | +2.0% | -1.9% |
| 30D | -14.4% | -18.6% | +4.2% | -4.5% |
| 3M | +16.6% | +18.9% | -2.3% | -3.6% |
| 6M | -0.6% | -11.0% | +10.4% | -0.2% |
| YTD | -20.0% | -29.9% | +9.9% | -4.5% |
| 1Y | -11.2% | -44.3% | +33.1% | +27.5% |
| 3Y | +99.5% | +51.7% | +47.8% | -12.8% |
| All | -12.8% | +15.1% | -27.9% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling