+248.5%
GLDM vs SHAK
+3.2%
+245.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | -6.6% | +11.0% | +4.6% |
| 3M | -1.1% | +30.1% | -31.1% | -1.6% |
| 6M | -13.7% | -28.7% | +15.1% | -13.3% |
| YTD | +2.8% | -14.5% | +17.3% | +2.9% |
| 1Y | +24.8% | -31.9% | +56.7% | +25.4% |
| 3Y | +127.8% | -1.0% | +128.8% | +125.7% |
| 5Y | +141.1% | -18.7% | +159.8% | +138.3% |
| All | +248.5% | +3.2% | +245.3% | +239.0% |
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