+289.2%
GFI vs SHAK
-2.6%
+291.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.4% | -1.7% |
| 7D | -4.9% | -8.3% | +3.4% | -3.6% |
| 30D | +10.7% | -12.6% | +23.4% | +13.0% |
| 3M | +25.6% | +9.1% | +16.5% | +24.3% |
| 6M | -8.3% | -31.2% | +23.0% | -4.5% |
| YTD | +6.3% | -21.6% | +27.9% | +9.3% |
| 1Y | +22.1% | -38.8% | +60.9% | +27.9% |
| 3Y | +289.2% | +0.6% | +288.6% | +224.6% |
| All | +289.2% | -2.6% | +291.8% | +224.6% |
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