+40.6%
GLW vs SHAK
-21.2%
+61.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.8% | -9.7% | -5.7% |
| 7D | -9.5% | +8.3% | -17.8% | -9.3% |
| 30D | -25.5% | +16.7% | -42.2% | -25.3% |
| 3M | -25.6% | +10.0% | -35.5% | -25.4% |
| 6M | -25.5% | -23.8% | -1.7% | -21.6% |
| YTD | +36.4% | -10.3% | +46.6% | +41.4% |
| 1Y | +40.6% | -22.9% | +63.5% | +57.5% |
| All | +40.6% | -21.2% | +61.8% | +57.5% |
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