+190.6%
GD vs SHAK
+84.4%
+106.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.4% |
| 7D | -3.5% | -0.3% | -3.1% | -3.4% |
| 30D | -9.0% | -5.2% | -3.8% | -8.4% |
| 3M | +5.1% | +27.3% | -22.2% | +1.3% |
| 6M | -1.0% | -27.9% | +26.9% | +1.8% |
| YTD | +7.3% | -17.0% | +24.3% | +7.9% |
| 1Y | +12.4% | -30.9% | +43.4% | +15.7% |
| 3Y | +73.7% | +3.4% | +70.3% | +61.9% |
| 5Y | +93.8% | -20.5% | +114.2% | +81.1% |
| 10Y | +190.6% | +88.3% | +102.3% | +105.2% |
| All | +190.6% | +84.4% | +106.2% | +105.2% |
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