+7.2%
GEHC vs SHAK
+31.0%
-23.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -1.1% |
| 7D | -7.2% | -8.3% | +1.1% | -5.6% |
| 30D | -11.6% | -12.6% | +1.1% | -9.3% |
| 3M | -0.8% | +9.1% | -10.0% | -2.9% |
| 6M | -11.9% | -31.2% | +19.3% | -7.0% |
| YTD | -21.9% | -21.6% | -0.4% | -20.2% |
| 1Y | -17.8% | -38.8% | +20.9% | -11.7% |
| 3Y | -3.5% | +0.6% | -4.2% | -10.4% |
| All | +7.2% | +31.0% | -23.8% | -10.0% |
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