+242.4%
GD vs SHAK
+53.0%
+189.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.0% |
| 7D | -5.0% | +2.0% | -7.0% | -5.2% |
| 30D | +8.9% | +12.0% | -3.1% | +7.3% |
| 3M | -8.0% | +2.3% | -10.4% | -8.6% |
| 6M | +2.9% | -25.5% | +28.4% | +5.1% |
| YTD | +7.1% | -11.4% | +18.5% | +6.6% |
| 1Y | +5.9% | -21.8% | +27.7% | +6.9% |
| 3Y | +53.9% | +25.8% | +28.0% | +41.2% |
| 5Y | +95.4% | -21.0% | +116.4% | +85.3% |
| 10Y | +193.5% | +126.4% | +67.1% | +127.5% |
| All | +242.4% | +53.0% | +189.4% | +167.8% |
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