+22.0%
GEN vs SHAK
-27.4%
+49.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | -4.3% | -11.0% | +6.6% | -2.8% |
| 30D | +3.8% | -14.0% | +17.8% | +5.9% |
| 3M | +22.3% | +13.3% | +9.0% | +19.6% |
| 6M | +39.0% | -35.3% | +74.3% | +45.3% |
| YTD | +11.9% | -24.0% | +35.9% | +13.9% |
| 1Y | +4.5% | -36.7% | +41.2% | +9.1% |
| 3Y | +59.0% | -5.4% | +64.4% | +50.0% |
| 5Y | +22.0% | -24.9% | +46.9% | +12.8% |
| All | +22.0% | -27.4% | +49.4% | +12.8% |
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