-22.1%
GFS vs SHAK
+1.3%
-23.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | +2.6% | -0.3% | +3.0% | +2.7% |
| 30D | -16.4% | -5.2% | -11.1% | -15.4% |
| 3M | -41.6% | +27.3% | -68.9% | -45.4% |
| 6M | -3.7% | -27.9% | +24.2% | +2.2% |
| YTD | +29.3% | -17.0% | +46.3% | +30.6% |
| 1Y | +37.1% | -30.9% | +68.1% | +45.7% |
| 3Y | -22.1% | +3.4% | -25.5% | -32.5% |
| All | -22.1% | +1.3% | -23.4% | -32.5% |
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