-57.4%
GNRC vs SHAK
-22.8%
-34.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.2% | +2.0% |
| 7D | -0.2% | -8.3% | +8.1% | +2.4% |
| 30D | -15.7% | -12.6% | -3.1% | -12.2% |
| 3M | -27.3% | +9.1% | -36.5% | -30.1% |
| 6M | -12.1% | -31.2% | +19.2% | -4.5% |
| YTD | +37.1% | -21.6% | +58.7% | +41.3% |
| 1Y | -0.5% | -38.8% | +38.3% | +11.3% |
| 3Y | +61.5% | +0.6% | +60.9% | +28.3% |
| All | -57.4% | -22.8% | -34.6% | -66.3% |
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