+371.6%
GH vs SHAK
-2.6%
+374.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.9% |
| 7D | -2.5% | -8.3% | +5.8% | -0.2% |
| 30D | -4.7% | -12.6% | +8.0% | -1.1% |
| 3M | +20.2% | +9.1% | +11.1% | +16.1% |
| 6M | +78.8% | -31.2% | +110.0% | +93.2% |
| YTD | +54.1% | -21.6% | +75.7% | +58.8% |
| 1Y | +177.1% | -38.8% | +215.9% | +208.9% |
| 3Y | +371.6% | +0.6% | +371.0% | +271.6% |
| All | +371.6% | -2.6% | +374.3% | +271.6% |
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