+109.5%
GPC vs SHAK
+47.7%
+61.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | +6.0% | -6.6% | +12.6% | +7.0% |
| 3M | +42.6% | +30.1% | +12.6% | +36.3% |
| 6M | +22.8% | -28.7% | +51.5% | +27.4% |
| YTD | +15.5% | -14.5% | +30.0% | +15.8% |
| 1Y | +2.0% | -31.9% | +33.9% | +5.9% |
| 3Y | -1.4% | -1.0% | -0.5% | -7.4% |
| 5Y | +30.6% | -18.7% | +49.3% | +21.8% |
| 10Y | +80.6% | +98.1% | -17.5% | +34.9% |
| All | +109.5% | +47.7% | +61.8% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling