+75.8%
GM vs SHAK
-22.8%
+98.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.3% |
| 7D | -2.4% | -8.3% | +5.8% | -0.6% |
| 30D | -1.1% | -12.6% | +11.5% | +1.9% |
| 3M | +6.1% | +9.1% | -3.0% | +3.4% |
| 6M | +15.0% | -31.2% | +46.2% | +22.3% |
| YTD | +6.0% | -21.6% | +27.6% | +8.5% |
| 1Y | +47.1% | -38.8% | +85.9% | +59.4% |
| 3Y | +170.5% | +0.6% | +169.9% | +136.9% |
| All | +75.8% | -22.8% | +98.6% | +47.1% |
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 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