+242.7%
GGLL vs SHAK
+1.3%
+241.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.7% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | -9.7% | -5.2% | -4.5% | -8.5% |
| 3M | -18.0% | +27.3% | -45.3% | -24.1% |
| 6M | +15.3% | -27.9% | +43.1% | +23.3% |
| YTD | +2.2% | -17.0% | +19.2% | +3.7% |
| 1Y | +73.1% | -30.9% | +104.0% | +85.3% |
| 3Y | +242.7% | +3.4% | +239.3% | +254.1% |
| All | +242.7% | +1.3% | +241.4% | +254.1% |
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 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