+242.5%
GLDM vs SHAK
+0.2%
+242.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.6% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | +0.3% | -5.2% | +5.6% | +0.4% |
| 3M | +0.7% | +27.3% | -26.6% | +0.2% |
| 6M | -15.4% | -27.9% | +12.4% | -15.1% |
| YTD | +1.0% | -17.0% | +18.0% | +1.2% |
| 1Y | +19.7% | -30.9% | +50.7% | +20.3% |
| 3Y | +126.5% | +3.4% | +123.1% | +124.2% |
| 5Y | +142.5% | -20.5% | +163.0% | +139.8% |
| All | +242.5% | +0.2% | +242.3% | +233.4% |
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