+7.9%
GIS vs SHAK
+34.1%
-26.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.4% |
| 7D | -8.6% | -7.2% | -1.4% | -8.4% |
| 30D | -0.5% | -11.8% | +11.4% | -0.1% |
| 3M | +11.9% | +17.2% | -5.3% | +11.4% |
| 6M | -11.6% | -34.1% | +22.5% | -11.0% |
| YTD | -16.3% | -22.4% | +6.0% | -16.1% |
| 1Y | -21.8% | -35.9% | +14.2% | -21.2% |
| 3Y | -35.7% | -3.4% | -32.3% | -36.5% |
| 5Y | -22.9% | -25.4% | +2.6% | -23.9% |
| 10Y | -16.8% | +83.4% | -100.2% | -22.9% |
| All | +7.9% | +34.1% | -26.2% | -0.3% |
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 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