-30.1%
GFS vs SHAK
-12.1%
-18.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -3.6% |
| 7D | +7.4% | +4.3% | +3.1% | +6.0% |
| 30D | -15.3% | +9.0% | -24.3% | -17.7% |
| 3M | -21.1% | +1.8% | -22.9% | -22.2% |
| 6M | -44.5% | +17.3% | -61.8% | -48.7% |
| YTD | +19.2% | -7.6% | +26.9% | +15.4% |
| 1Y | +27.2% | -16.9% | +44.2% | +27.5% |
| 3Y | -20.1% | +35.1% | -55.2% | -40.1% |
| All | -30.1% | -12.1% | -18.1% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling