-11.1%
GDDY vs SHAK
-23.1%
+12.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.5% | +3.9% |
| 7D | +11.1% | +8.3% | +2.7% | +10.2% |
| 30D | +18.6% | +16.7% | +1.9% | +17.0% |
| 3M | +32.8% | +10.0% | +22.8% | +31.2% |
| 6M | +34.0% | -23.8% | +57.8% | +30.6% |
| YTD | -4.6% | -10.3% | +5.6% | -8.4% |
| All | -11.1% | -23.1% | +12.0% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling