-0.8%
GFS vs SHAK
-10.2%
+9.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +3.9% |
| 7D | +4.5% | -7.2% | +11.7% | +6.8% |
| 30D | -8.2% | -11.8% | +3.6% | -4.7% |
| 3M | -38.9% | +17.2% | -56.0% | -42.9% |
| 6M | -2.9% | -34.1% | +31.3% | +7.1% |
| YTD | +31.8% | -22.4% | +54.1% | +35.5% |
| 1Y | +43.1% | -35.9% | +79.0% | +57.0% |
| 3Y | -20.6% | -3.4% | -17.3% | -32.2% |
| All | -0.8% | -10.2% | +9.3% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling