+245.8%
GD vs SHAK
+47.7%
+198.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | -6.4% | -6.6% | +0.2% | -5.7% |
| 3M | +5.7% | +30.1% | -24.4% | +2.0% |
| 6M | -0.9% | -28.7% | +27.8% | +1.8% |
| YTD | +8.2% | -14.5% | +22.7% | +8.4% |
| 1Y | +13.4% | -31.9% | +45.3% | +16.7% |
| 3Y | +68.5% | -1.0% | +69.4% | +59.8% |
| 5Y | +97.2% | -18.7% | +115.8% | +85.6% |
| 10Y | +190.2% | +98.1% | +92.1% | +127.9% |
| All | +245.8% | +47.7% | +198.2% | +172.4% |
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