+187.9%
GLD vs SHAK
+59.5%
+128.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | +0.1% |
| 7D | -4.6% | +4.3% | -8.9% | -4.6% |
| 30D | -5.5% | +9.0% | -14.5% | -5.6% |
| 3M | -10.9% | +1.8% | -12.7% | -10.9% |
| 6M | -17.4% | +17.3% | -34.8% | -17.6% |
| YTD | -10.3% | -7.6% | -2.7% | -10.4% |
| 1Y | -7.2% | -16.9% | +9.7% | -7.1% |
| 3Y | +96.9% | +35.1% | +61.9% | +95.4% |
| 5Y | +103.8% | -11.3% | +115.0% | +102.2% |
| 10Y | +203.5% | +98.8% | +104.7% | +203.0% |
| All | +187.9% | +59.5% | +128.4% | +189.8% |
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