+313.5%
GGLL vs SHAK
+36.2%
+277.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.7% |
| 7D | -5.8% | -11.0% | +5.2% | -2.6% |
| 30D | -7.2% | -14.0% | +6.8% | -3.1% |
| 3M | -17.5% | +13.3% | -30.8% | -21.4% |
| 6M | +5.1% | -35.3% | +40.4% | +16.3% |
| YTD | -1.3% | -24.0% | +22.6% | +2.7% |
| 1Y | +60.2% | -36.7% | +96.9% | +76.2% |
| 3Y | +230.8% | -5.4% | +236.2% | +209.6% |
| All | +313.5% | +36.2% | +277.4% | +230.1% |
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 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