0.0%
GPC vs SHAK
-3.6%
+3.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.7% |
| 7D | -0.6% | -7.2% | +6.6% | +0.3% |
| 30D | +1.3% | -11.8% | +13.1% | +2.8% |
| 3M | +37.1% | +17.2% | +19.9% | +34.1% |
| 6M | +23.2% | -34.1% | +57.3% | +27.7% |
| YTD | +13.1% | -22.4% | +35.5% | +14.3% |
| 1Y | +0.9% | -35.9% | +36.8% | +4.5% |
| All | 0.0% | -3.6% | +3.7% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling