-12.1%
GNRC vs SHAK
-33.5%
+21.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.2% | +2.6% |
| 7D | -0.2% | -8.3% | +8.1% | +0.5% |
| 30D | -15.7% | -12.6% | -3.1% | -14.8% |
| 3M | -27.3% | +9.1% | -36.5% | -27.5% |
| 6M | -12.1% | -31.2% | +19.2% | -8.8% |
| All | -12.1% | -33.5% | +21.4% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling