-21.1%
GIS vs SHAK
+87.2%
-108.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.4% |
| 7D | -6.4% | -8.3% | +1.9% | -6.2% |
| 30D | -6.1% | -12.6% | +6.5% | -5.8% |
| 3M | +7.8% | +9.1% | -1.3% | +7.5% |
| 6M | -8.8% | -31.2% | +22.5% | -8.3% |
| YTD | -19.1% | -21.6% | +2.5% | -19.0% |
| 1Y | -24.8% | -38.8% | +14.0% | -24.2% |
| 3Y | -37.6% | +0.6% | -38.2% | -38.6% |
| 5Y | -25.4% | -22.5% | -2.9% | -26.7% |
| All | -21.1% | +87.2% | -108.3% | -28.6% |
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 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