+405.5%
GH vs SHAK
+2.2%
+403.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +3.5% |
| 7D | -0.2% | -7.2% | +7.0% | +2.4% |
| 30D | -2.6% | -11.8% | +9.2% | +1.6% |
| 3M | +25.1% | +17.2% | +7.9% | +16.4% |
| 6M | +78.5% | -34.1% | +112.6% | +98.8% |
| YTD | +59.4% | -22.4% | +81.7% | +66.1% |
| 1Y | +173.9% | -35.9% | +209.8% | +204.3% |
| 3Y | +382.7% | -3.4% | +386.1% | +325.3% |
| 5Y | +24.4% | -25.4% | +49.8% | +13.6% |
| All | +405.5% | +2.2% | +403.3% | +277.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling