+19.7%
GLDM vs SHAK
-32.6%
+52.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.5% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | +0.3% | -5.2% | +5.6% | +0.7% |
| 3M | +0.7% | +27.3% | -26.6% | -0.4% |
| 6M | -15.4% | -27.9% | +12.4% | -14.5% |
| YTD | +1.0% | -17.0% | +18.0% | +1.5% |
| 1Y | +19.7% | -30.9% | +50.7% | +20.9% |
| All | +19.7% | -32.6% | +52.3% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling