+0.6%
GLDM vs SHAK
-16.7%
+17.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.3% | -5.5% | +1.4% |
| 7D | +5.0% | +6.5% | -1.5% | +4.5% |
| 30D | -1.3% | +15.3% | -16.6% | -2.2% |
| 3M | -4.7% | +8.5% | -13.2% | -5.1% |
| 6M | -12.4% | +10.0% | -22.4% | -13.0% |
| YTD | -4.1% | -5.0% | +0.9% | -4.4% |
| All | +0.6% | -16.7% | +17.3% | +1.1% |
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