+851.8%
GLW vs SHAK
+87.2%
+764.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.1% | +1.4% |
| 7D | +7.8% | -8.3% | +16.1% | +9.5% |
| 30D | -0.4% | -12.6% | +12.2% | +2.0% |
| 3M | -5.6% | +9.1% | -14.7% | -8.1% |
| 6M | +26.7% | -31.2% | +58.0% | +33.2% |
| YTD | +91.0% | -21.6% | +112.6% | +94.3% |
| 1Y | +122.4% | -38.8% | +161.2% | +137.7% |
| 3Y | +471.0% | +0.6% | +470.4% | +419.7% |
| 5Y | +385.6% | -22.5% | +408.2% | +344.6% |
| All | +851.8% | +87.2% | +764.6% | +526.3% |
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