+215.0%
GLD vs SHAK
+87.2%
+127.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.5% |
| 7D | -2.0% | -8.3% | +6.3% | -1.8% |
| 30D | -1.5% | -12.6% | +11.1% | -1.2% |
| 3M | +3.2% | +9.1% | -5.9% | +3.0% |
| 6M | -16.3% | -31.2% | +15.0% | -15.8% |
| YTD | +0.6% | -21.6% | +22.2% | +0.9% |
| 1Y | +19.1% | -38.8% | +57.9% | +19.9% |
| 3Y | +123.5% | +0.6% | +122.9% | +121.6% |
| 5Y | +138.5% | -22.5% | +161.1% | +136.2% |
| All | +215.0% | +87.2% | +127.8% | +213.5% |
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