+409.4%
GE vs SHAK
-22.8%
+432.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -0.8% |
| 7D | -4.0% | -8.3% | +4.3% | -2.2% |
| 30D | -11.4% | -12.6% | +1.2% | -8.9% |
| 3M | -2.6% | +9.1% | -11.7% | -5.1% |
| 6M | -0.3% | -31.2% | +30.9% | +6.0% |
| YTD | +5.4% | -21.6% | +26.9% | +8.2% |
| 1Y | +15.5% | -38.8% | +54.3% | +25.1% |
| 3Y | +260.8% | +0.6% | +260.2% | +234.3% |
| All | +409.4% | -22.8% | +432.1% | +383.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling