+27.9%
GAP vs SHAK
+87.2%
-59.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +1.7% |
| 7D | -4.1% | -8.3% | +4.2% | -1.1% |
| 30D | +6.2% | -12.6% | +18.9% | +11.4% |
| 3M | -0.7% | +9.1% | -9.8% | -4.6% |
| 6M | -7.1% | -31.2% | +24.1% | +1.9% |
| YTD | -14.1% | -21.6% | +7.5% | -10.6% |
| 1Y | -8.5% | -38.8% | +30.3% | +4.1% |
| 3Y | +115.4% | +0.6% | +114.7% | +89.9% |
| 5Y | +9.8% | -22.5% | +32.4% | -0.5% |
| All | +27.9% | +87.2% | -59.3% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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