+159.7%
GILD vs SHAK
+87.2%
+72.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -3.9% | -1.0% |
| 7D | -4.8% | -8.3% | +3.5% | -4.2% |
| 30D | +5.8% | -12.6% | +18.4% | +6.8% |
| 3M | +14.9% | +9.1% | +5.8% | +13.9% |
| 6M | -0.4% | -31.2% | +30.9% | +1.7% |
| YTD | +18.5% | -21.6% | +40.1% | +19.5% |
| 1Y | +25.1% | -38.8% | +63.9% | +28.4% |
| 3Y | +105.9% | +0.6% | +105.3% | +99.1% |
| 5Y | +143.0% | -22.5% | +165.5% | +134.8% |
| All | +159.7% | +87.2% | +72.5% | +120.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling