+247.7%
GLW vs SHAK
-14.8%
+262.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.3% |
| 7D | +15.5% | +4.1% | +11.4% | +14.9% |
| 30D | -19.6% | +2.3% | -21.8% | -19.8% |
| 3M | -28.5% | -0.2% | -28.2% | -28.7% |
| 6M | -39.5% | +10.1% | -49.6% | -41.0% |
| YTD | +37.2% | -10.5% | +47.7% | +36.5% |
| 1Y | +35.4% | -22.4% | +57.8% | +38.3% |
| 3Y | +359.7% | +32.1% | +327.6% | +301.3% |
| All | +247.7% | -14.8% | +262.5% | +208.7% |
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