+115.4%
GAP vs SHAK
-2.6%
+118.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +1.9% |
| 7D | -4.1% | -8.3% | +4.2% | -1.6% |
| 30D | +6.2% | -12.6% | +18.9% | +10.4% |
| 3M | -0.7% | +9.1% | -9.8% | -4.0% |
| 6M | -7.1% | -31.2% | +24.1% | +0.7% |
| YTD | -14.1% | -21.6% | +7.5% | -11.2% |
| 1Y | -8.5% | -38.8% | +30.3% | +2.6% |
| 3Y | +115.4% | +0.6% | +114.7% | +99.8% |
| All | +115.4% | -2.6% | +118.0% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling