+31.0%
GPC vs SHAK
-27.4%
+58.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -1.8% | -11.0% | +9.2% | -0.3% |
| 30D | +0.1% | -14.0% | +14.1% | +2.0% |
| 3M | +37.4% | +13.3% | +24.1% | +34.7% |
| 6M | +25.4% | -35.3% | +60.8% | +30.8% |
| YTD | +12.2% | -24.0% | +36.2% | +14.0% |
| 1Y | -0.3% | -36.7% | +36.4% | +3.6% |
| 3Y | -1.6% | -5.4% | +3.8% | -6.1% |
| 5Y | +31.0% | -24.9% | +55.9% | +23.7% |
| All | +31.0% | -27.4% | +58.4% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling