+243.4%
GE vs SHAK
+43.4%
+200.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.1% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -9.5% | -5.2% | -4.3% | -8.6% |
| 3M | +4.1% | +27.3% | -23.1% | -1.3% |
| 6M | +3.9% | -27.9% | +31.8% | +8.8% |
| YTD | +9.0% | -17.0% | +26.0% | +10.6% |
| 1Y | +21.9% | -30.9% | +52.9% | +27.8% |
| 3Y | +281.8% | +3.4% | +278.4% | +256.9% |
| 5Y | +436.7% | -20.5% | +457.2% | +406.0% |
| 10Y | +151.5% | +88.3% | +63.3% | +96.8% |
| All | +243.4% | +43.4% | +200.0% | +173.7% |
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