+327.5%
GNRC vs SHAK
+35.4%
+292.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.2% | +2.2% |
| 7D | -0.2% | -8.3% | +8.1% | +1.8% |
| 30D | -15.7% | -12.6% | -3.1% | -13.1% |
| 3M | -27.3% | +9.1% | -36.5% | -29.4% |
| 6M | -12.1% | -31.2% | +19.2% | -6.5% |
| YTD | +37.1% | -21.6% | +58.7% | +40.7% |
| 1Y | -0.5% | -38.8% | +38.3% | +8.1% |
| 3Y | +61.5% | +0.6% | +60.9% | +46.2% |
| 5Y | -58.6% | -22.5% | -36.0% | -61.6% |
| 10Y | +446.3% | +85.3% | +361.0% | +298.3% |
| All | +327.5% | +35.4% | +292.1% | +222.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling