+5.1%
GNRC vs SHAK
-34.0%
+39.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | -13.8% | -6.6% | -7.2% | -13.2% |
| 3M | -32.6% | +30.1% | -62.7% | -34.7% |
| 6M | -15.2% | -28.7% | +13.6% | -10.9% |
| YTD | +37.4% | -14.5% | +51.9% | +40.7% |
| 1Y | +5.1% | -31.9% | +37.0% | +14.9% |
| All | +5.1% | -34.0% | +39.2% | +14.9% |
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