+52.4%
GEV vs SHAK
-21.2%
+73.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.8% | -13.1% | -9.6% |
| 7D | -5.1% | +8.3% | -13.5% | -5.8% |
| 30D | -15.8% | +16.7% | -32.5% | -17.0% |
| 3M | -18.2% | +10.0% | -28.2% | -18.9% |
| 6M | -22.4% | -23.8% | +1.4% | -18.3% |
| YTD | +27.7% | -10.3% | +38.0% | +36.5% |
| 1Y | +52.4% | -22.9% | +75.3% | +67.8% |
| All | +52.4% | -21.2% | +73.6% | +67.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling