+478.1%
GLW vs SHAK
-3.6%
+481.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +2.2% |
| 7D | +16.9% | -7.2% | +24.1% | +17.7% |
| 30D | +7.0% | -11.8% | +18.8% | +8.4% |
| 3M | -3.0% | +17.2% | -20.1% | -5.4% |
| 6M | +31.0% | -34.1% | +65.1% | +37.5% |
| YTD | +93.4% | -22.4% | +115.8% | +96.9% |
| 1Y | +134.7% | -35.9% | +170.7% | +146.2% |
| All | +478.1% | -3.6% | +481.7% | +445.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling