+632.4%
GEV vs SHAK
-38.3%
+670.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.5% | +2.8% |
| 7D | +1.6% | -8.3% | +9.9% | +3.9% |
| 30D | -7.9% | -12.6% | +4.7% | -4.7% |
| 3M | +5.6% | +9.1% | -3.5% | +2.0% |
| 6M | +13.1% | -31.2% | +44.3% | +23.0% |
| YTD | +46.7% | -21.6% | +68.3% | +51.4% |
| 1Y | +51.3% | -38.8% | +90.1% | +70.3% |
| All | +632.4% | -38.3% | +670.8% | +777.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling