+82.9%
GPC vs SHAK
+81.5%
+1.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -1.8% | -11.0% | +9.2% | +0.3% |
| 30D | +0.1% | -14.0% | +14.1% | +2.8% |
| 3M | +37.4% | +13.3% | +24.1% | +33.7% |
| 6M | +25.4% | -35.3% | +60.8% | +33.1% |
| YTD | +12.2% | -24.0% | +36.2% | +14.9% |
| 1Y | -0.3% | -36.7% | +36.4% | +5.2% |
| 3Y | -1.6% | -5.4% | +3.8% | -8.4% |
| 5Y | +31.0% | -24.9% | +55.9% | +21.7% |
| All | +82.9% | +81.5% | +1.5% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling