-12.2%
GGLL vs SHAK
-21.2%
+9.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.8% | +2.7% | +6.0% |
| 7D | -23.1% | +8.3% | -31.4% | -24.0% |
| 30D | -32.9% | +16.7% | -49.6% | -34.4% |
| 3M | -44.9% | +10.0% | -54.8% | -45.8% |
| 6M | -49.5% | -23.8% | -25.7% | -47.2% |
| YTD | -28.9% | -10.3% | -18.6% | -27.2% |
| 1Y | -12.2% | -22.9% | +10.7% | -3.1% |
| All | -12.2% | -21.2% | +9.0% | -3.1% |
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