+526.0%
GLW vs SHAK
+97.6%
+428.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.2% | -7.5% | -4.9% |
| 7D | +7.7% | +4.3% | +3.4% | +6.9% |
| 30D | -18.8% | +9.0% | -27.9% | -20.2% |
| 3M | -27.7% | +1.8% | -29.6% | -28.3% |
| 6M | -44.4% | +17.3% | -61.8% | -47.0% |
| YTD | +31.3% | -7.6% | +38.9% | +29.0% |
| 1Y | +40.0% | -16.9% | +57.0% | +40.4% |
| 3Y | +339.2% | +35.1% | +304.2% | +275.0% |
| 5Y | +229.2% | -11.3% | +240.4% | +194.5% |
| All | +526.0% | +97.6% | +428.4% | +293.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling