+1.3%
GPC vs SHAK
-34.0%
+35.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +5.1% | -6.6% | +11.8% | +5.8% |
| 3M | +41.5% | +30.1% | +11.5% | +38.0% |
| 6M | +21.8% | -28.7% | +50.6% | +22.5% |
| YTD | +14.6% | -14.5% | +29.1% | +13.6% |
| 1Y | +1.3% | -31.9% | +33.1% | +4.7% |
| All | +1.3% | -34.0% | +35.3% | +4.7% |
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