+118.0%
GLW vs SHAK
-36.9%
+154.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.2% |
| 7D | +11.7% | -11.0% | +22.7% | +11.7% |
| 30D | +2.7% | -14.0% | +16.7% | +2.6% |
| 3M | -2.8% | +13.3% | -16.1% | -3.2% |
| 6M | +20.2% | -35.3% | +55.5% | +25.8% |
| YTD | +87.3% | -24.0% | +111.3% | +92.7% |
| All | +118.0% | -36.9% | +154.9% | +129.9% |
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 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