-19.0%
GAP vs SHAK
+47.7%
-66.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -4.5% | -0.7% | -3.8% | -4.2% |
| 30D | +9.0% | -6.6% | +15.7% | +11.2% |
| 3M | +5.0% | +30.1% | -25.1% | -3.9% |
| 6M | -17.8% | -28.7% | +10.9% | -11.7% |
| YTD | -10.4% | -14.5% | +4.1% | -9.5% |
| 1Y | -3.4% | -31.9% | +28.5% | +4.4% |
| 3Y | +111.5% | -1.0% | +112.4% | +94.1% |
| 5Y | +8.8% | -18.7% | +27.5% | +0.2% |
| 10Y | +32.9% | +98.1% | -65.2% | -7.1% |
| All | -19.0% | +47.7% | -66.7% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling