+390.3%
GDDY vs SHAK
+29.1%
+361.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.1% |
| 7D | -3.2% | -8.3% | +5.1% | -1.5% |
| 30D | +6.8% | -12.6% | +19.4% | +9.6% |
| 3M | +30.5% | +9.1% | +21.3% | +27.9% |
| 6M | +13.3% | -31.2% | +44.6% | +19.2% |
| YTD | -21.0% | -21.6% | +0.6% | -19.5% |
| 1Y | -34.0% | -38.8% | +4.8% | -29.4% |
| 3Y | +33.1% | +0.6% | +32.4% | +21.9% |
| 5Y | +30.3% | -22.5% | +52.9% | +20.5% |
| 10Y | +205.5% | +85.3% | +120.2% | +116.9% |
| All | +390.3% | +29.1% | +361.2% | +293.3% |
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