-58.4%
GME vs SHAK
-22.8%
-35.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.6% | +2.6% |
| 7D | +10.4% | -8.3% | +18.7% | +13.7% |
| 30D | +14.1% | -12.6% | +26.7% | +19.4% |
| 3M | -4.6% | +9.1% | -13.8% | -9.4% |
| 6M | -13.5% | -31.2% | +17.7% | -5.1% |
| YTD | +5.3% | -21.6% | +26.9% | +8.0% |
| 1Y | -14.9% | -38.8% | +23.9% | -3.9% |
| 3Y | +24.3% | +0.6% | +23.6% | -9.4% |
| All | -58.4% | -22.8% | -35.6% | -70.6% |
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