+47.1%
GM vs SHAK
-34.9%
+82.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.0% |
| 7D | -2.4% | -8.3% | +5.8% | -1.4% |
| 30D | -1.1% | -12.6% | +11.5% | +0.5% |
| 3M | +6.1% | +9.1% | -3.0% | +5.0% |
| 6M | +15.0% | -31.2% | +46.2% | +18.1% |
| YTD | +6.0% | -21.6% | +27.6% | +8.1% |
| 1Y | +47.1% | -38.8% | +85.9% | +50.7% |
| All | +47.1% | -34.9% | +82.0% | +50.7% |
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 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