+123.2%
GLW vs SHAK
-34.0%
+157.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.7% |
| 7D | +3.8% | -0.7% | +4.5% | +3.8% |
| 30D | -1.3% | -6.6% | +5.3% | -1.3% |
| 3M | -21.8% | +30.1% | -51.9% | -22.1% |
| 6M | +6.9% | -28.7% | +35.6% | +11.9% |
| YTD | +77.2% | -14.5% | +91.7% | +82.7% |
| 1Y | +123.2% | -31.9% | +155.1% | +134.2% |
| All | +123.2% | -34.0% | +157.3% | +134.2% |
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