+167.9%
GD vs SHAK
+97.7%
+70.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.1% |
| 7D | +0.6% | +3.0% | -2.4% | +0.2% |
| 30D | +9.5% | +8.2% | +1.2% | +8.2% |
| 3M | -5.8% | +4.6% | -10.4% | -6.7% |
| 6M | +7.7% | +16.3% | -8.6% | +4.7% |
| YTD | +11.1% | -7.6% | +18.6% | +9.8% |
| 1Y | +6.1% | -18.7% | +24.8% | +6.7% |
| 3Y | +59.8% | +36.4% | +23.5% | +42.9% |
| 5Y | +104.6% | -10.5% | +115.1% | +89.0% |
| All | +167.9% | +97.7% | +70.2% | +92.0% |
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