+162.0%
GGLL vs SHAK
+36.5%
+125.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.6% |
| 7D | +2.9% | +3.0% | -0.2% | +2.1% |
| 30D | -33.1% | +8.2% | -41.3% | -34.7% |
| 3M | -31.2% | +4.6% | -35.7% | -32.4% |
| 6M | -49.4% | +16.3% | -65.7% | -52.1% |
| YTD | -26.8% | -7.6% | -19.3% | -28.2% |
| 1Y | -17.7% | -18.7% | +1.0% | -16.2% |
| All | +162.0% | +36.5% | +125.5% | +179.7% |
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 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