+376.1%
GLW vs SHAK
-27.4%
+403.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.8% |
| 7D | +11.7% | -11.0% | +22.7% | +13.6% |
| 30D | +2.7% | -14.0% | +16.7% | +5.0% |
| 3M | -2.8% | +13.3% | -16.1% | -5.6% |
| 6M | +20.2% | -35.3% | +55.5% | +27.2% |
| YTD | +87.3% | -24.0% | +111.3% | +91.3% |
| 1Y | +119.6% | -36.7% | +156.3% | +131.6% |
| 3Y | +453.7% | -5.4% | +459.0% | +413.6% |
| 5Y | +376.1% | -24.9% | +401.0% | +333.6% |
| All | +376.1% | -27.4% | +403.5% | +333.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling