+0.2%
GPC vs SHAK
+36.4%
-36.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | 0.0% |
| 7D | +0.4% | +4.3% | -3.9% | -0.1% |
| 30D | -6.3% | +9.0% | -15.3% | -7.4% |
| 3M | -8.2% | +1.8% | -10.0% | -8.6% |
| 6M | +27.1% | +17.3% | +9.8% | +23.8% |
| YTD | +3.1% | -7.6% | +10.8% | +1.9% |
| 1Y | +0.1% | -16.9% | +17.0% | +0.2% |
| 3Y | +0.2% | +35.1% | -34.8% | -11.5% |
| All | +0.2% | +36.4% | -36.2% | -11.5% |
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