+126.1%
GLD vs SHAK
-3.6%
+129.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.1% |
| 7D | +0.1% | -7.2% | +7.3% | +0.4% |
| 30D | +0.2% | -11.8% | +12.0% | +0.6% |
| 3M | +3.2% | +17.2% | -13.9% | +3.0% |
| 6M | -14.6% | -34.1% | +19.5% | -14.1% |
| YTD | +1.8% | -22.4% | +24.1% | +2.2% |
| 1Y | +20.7% | -35.9% | +56.7% | +21.4% |
| All | +126.1% | -3.6% | +129.7% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling