+195.8%
GLD vs SHAK
+59.7%
+136.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | -2.0% | +3.0% | -5.0% | -2.0% |
| 30D | -4.4% | +8.2% | -12.7% | -4.6% |
| 3M | -8.9% | +4.6% | -13.5% | -9.0% |
| 6M | -16.0% | +16.3% | -32.3% | -16.2% |
| YTD | -7.9% | -7.6% | -0.3% | -7.9% |
| 1Y | -3.9% | -18.7% | +14.9% | -3.8% |
| 3Y | +103.4% | +36.4% | +67.1% | +101.9% |
| 5Y | +109.7% | -10.5% | +120.2% | +108.1% |
| 10Y | +211.8% | +99.0% | +112.9% | +211.3% |
| All | +195.8% | +59.7% | +136.1% | +197.7% |
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 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