+20.9%
GNRC vs SHAK
-21.2%
+42.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +3.8% | -13.4% | -9.9% |
| 7D | -6.0% | +8.3% | -14.3% | -6.7% |
| 30D | -12.0% | +16.7% | -28.7% | -13.4% |
| 3M | -13.4% | +10.0% | -23.4% | -14.0% |
| 6M | -26.4% | -23.8% | -2.6% | -23.0% |
| YTD | +38.8% | -10.3% | +49.1% | +44.0% |
| 1Y | +20.9% | -22.9% | +43.8% | +39.7% |
| All | +20.9% | -21.2% | +42.1% | +39.7% |
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