+12.0%
GEHC vs SHAK
+38.7%
-26.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.5% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -7.0% | -5.2% | -1.7% | -6.0% |
| 3M | +3.3% | +27.3% | -24.0% | -1.9% |
| 6M | -10.0% | -27.9% | +17.9% | -5.9% |
| YTD | -18.5% | -17.0% | -1.5% | -17.6% |
| 1Y | -14.4% | -30.9% | +16.5% | -10.3% |
| 3Y | +3.4% | +3.4% | +0.1% | -4.6% |
| All | +12.0% | +38.7% | -26.8% | -7.0% |
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 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