+170.0%
GD vs SHAK
+114.7%
+55.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.3% | -5.1% | +1.3% |
| 7D | -3.0% | +6.5% | -9.5% | -3.9% |
| 30D | +9.3% | +15.3% | -6.0% | +7.1% |
| 3M | -7.2% | +8.5% | -15.7% | -8.5% |
| 6M | +5.5% | +10.0% | -4.5% | +3.2% |
| YTD | +9.5% | -5.0% | +14.4% | +7.9% |
| 1Y | +6.4% | -15.3% | +21.8% | +6.4% |
| 3Y | +59.8% | +40.7% | +19.2% | +42.4% |
| 5Y | +98.0% | -7.9% | +105.9% | +82.2% |
| All | +170.0% | +114.7% | +55.3% | +92.6% |
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