+105.0%
GLDM vs SHAK
+21.0%
+84.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -0.9% |
| 7D | +4.7% | +2.0% | +2.7% | +4.6% |
| 30D | -0.9% | +12.0% | -12.9% | -1.2% |
| 3M | -4.3% | +2.3% | -6.7% | -4.4% |
| 6M | -13.4% | -25.5% | +12.1% | -13.2% |
| YTD | -5.8% | -11.4% | +5.6% | -5.7% |
| 1Y | +2.1% | -21.8% | +23.8% | +2.2% |
| 3Y | +105.0% | +25.8% | +79.2% | +98.9% |
| All | +105.0% | +21.0% | +84.0% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling