+153.8%
GEN vs SHAK
+87.2%
+66.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.6% |
| 7D | -1.3% | -8.3% | +7.0% | -0.2% |
| 30D | +6.1% | -12.6% | +18.8% | +7.9% |
| 3M | +27.0% | +9.1% | +17.8% | +25.1% |
| 6M | +43.9% | -31.2% | +75.1% | +48.6% |
| YTD | +13.0% | -21.6% | +34.6% | +14.5% |
| 1Y | +4.0% | -38.8% | +42.8% | +8.7% |
| 3Y | +66.2% | +0.6% | +65.6% | +58.2% |
| 5Y | +23.2% | -22.5% | +45.7% | +17.5% |
| All | +153.8% | +87.2% | +66.6% | +99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling