+224.9%
GEN vs SHAK
+43.4%
+181.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -2.4% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | +2.6% | -5.2% | +7.9% | +3.2% |
| 3M | +15.8% | +27.3% | -11.5% | +12.4% |
| 6M | +33.1% | -27.9% | +61.0% | +36.3% |
| YTD | +11.3% | -17.0% | +28.3% | +12.0% |
| 1Y | +1.7% | -30.9% | +32.6% | +4.2% |
| 3Y | +58.1% | +3.4% | +54.8% | +51.7% |
| 5Y | +20.6% | -20.5% | +41.1% | +15.8% |
| 10Y | +149.0% | +88.3% | +60.7% | +112.7% |
| All | +224.9% | +43.4% | +181.5% | +188.9% |
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