+38.6%
GILD vs SHAK
-24.2%
+62.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.6% |
| 7D | -2.2% | +2.0% | -4.2% | -2.3% |
| 30D | +13.6% | +12.0% | +1.6% | +12.8% |
| 3M | +28.3% | +2.3% | +25.9% | +28.0% |
| 6M | +23.9% | -25.5% | +49.5% | +25.5% |
| YTD | +38.4% | -11.4% | +49.8% | +37.7% |
| 1Y | +38.6% | -21.8% | +60.4% | +40.3% |
| All | +38.6% | -24.2% | +62.8% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling