+229.5%
GLD vs SHAK
+47.7%
+181.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | -6.6% | +11.0% | +4.5% |
| 3M | -1.1% | +30.1% | -31.2% | -1.4% |
| 6M | -13.8% | -28.7% | +15.0% | -13.6% |
| YTD | +2.6% | -14.5% | +17.1% | +2.7% |
| 1Y | +24.5% | -31.9% | +56.4% | +24.8% |
| 3Y | +125.8% | -1.0% | +126.8% | +124.8% |
| 5Y | +137.8% | -18.7% | +156.5% | +136.2% |
| 10Y | +221.4% | +98.1% | +123.3% | +221.8% |
| All | +229.5% | +47.7% | +181.8% | +232.0% |
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