+112.8%
SHOP vs IAU
+125.1%
-12.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.7% | -5.8% | -7.2% |
| 7D | -4.1% | +0.7% | -4.8% | -4.2% |
| 30D | -11.5% | +0.3% | -11.9% | -11.5% |
| 3M | +21.1% | +0.7% | +20.4% | +20.7% |
| 6M | +3.0% | -15.5% | +18.5% | +5.0% |
| YTD | -16.7% | +1.0% | -17.7% | -15.7% |
| 1Y | -8.3% | +19.6% | -27.9% | -7.6% |
| 3Y | +112.8% | +125.4% | -12.6% | +93.2% |
| All | +112.8% | +125.1% | -12.3% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 3y: compounded portfolio wealth divided by compounded IAU 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…
3y analysis · Full analysis span regression · 6 months rolling