-9.3%
SHOP vs IAU
+139.7%
-148.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.7% | -5.8% | -7.1% |
| 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% | +20.8% |
| 6M | +3.0% | -15.5% | +18.5% | +6.0% |
| YTD | -16.7% | +1.0% | -17.7% | -16.6% |
| 1Y | -8.3% | +19.6% | -27.9% | -10.5% |
| 3Y | +112.8% | +125.4% | -12.6% | +73.5% |
| 5Y | -9.3% | +140.7% | -150.0% | -38.3% |
| All | -9.3% | +139.7% | -148.9% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling