+35.8%
GFS vs SHAK
-34.0%
+69.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -8.6% | -6.6% | -2.0% | -8.1% |
| 3M | -46.5% | +30.1% | -76.6% | -48.4% |
| 6M | -4.8% | -28.7% | +23.9% | +1.1% |
| YTD | +29.7% | -14.5% | +44.2% | +30.0% |
| 1Y | +35.8% | -31.9% | +67.7% | +48.4% |
| All | +35.8% | -34.0% | +69.9% | +48.4% |
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