-55.2%
GLXY vs SHAK
-21.2%
-33.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.8% | -20.8% | -17.7% |
| 7D | -26.8% | +8.3% | -35.2% | -28.3% |
| 30D | -38.3% | +16.7% | -55.0% | -40.7% |
| 3M | -36.9% | +10.0% | -46.9% | -38.8% |
| 6M | -52.1% | -23.8% | -28.3% | -48.7% |
| YTD | -37.5% | -10.3% | -27.2% | -35.4% |
| 1Y | -55.2% | -22.9% | -32.3% | -50.1% |
| All | -55.2% | -21.2% | -33.9% | -50.1% |
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 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