+7.0%
GLXY vs SHAK
-45.6%
+52.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.0% | +0.3% |
| 7D | -7.3% | -8.3% | +1.0% | -5.2% |
| 30D | +15.7% | -12.6% | +28.4% | +19.9% |
| 3M | -26.7% | +9.1% | -35.8% | -29.6% |
| 6M | +13.7% | -31.2% | +44.9% | +24.3% |
| YTD | +9.1% | -21.6% | +30.7% | +14.6% |
| 1Y | -15.5% | -38.8% | +23.3% | -3.4% |
| All | +7.0% | -45.6% | +52.6% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling