+7,358.2%
SHOP vs GWRE
+181.6%
+7,176.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.0% | -0.5% | -1.9% |
| 7D | -10.6% | -26.2% | +15.6% | +7.9% |
| 30D | -18.3% | -17.8% | -0.5% | -9.3% |
| 3M | +14.8% | +14.2% | +0.6% | -1.6% |
| 6M | -5.0% | -12.9% | +7.9% | -2.8% |
| YTD | -21.2% | -29.2% | +8.0% | -7.3% |
| 1Y | -11.6% | -44.4% | +32.8% | +24.5% |
| 3Y | +101.2% | +51.1% | +50.1% | +10.9% |
| 5Y | -15.7% | +16.5% | -32.2% | -41.9% |
| 10Y | +2,989.4% | +131.6% | +2,857.8% | +1,227.0% |
| All | +7,358.2% | +181.6% | +7,176.6% | +2,966.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling