+25.7%
GPN vs SHAK
+87.2%
-61.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.8% |
| 7D | -4.3% | -8.3% | +4.0% | -2.2% |
| 30D | 0.0% | -12.6% | +12.7% | +3.5% |
| 3M | +35.8% | +9.1% | +26.7% | +32.1% |
| 6M | +22.0% | -31.2% | +53.3% | +30.7% |
| YTD | +15.2% | -21.6% | +36.8% | +18.7% |
| 1Y | +3.5% | -38.8% | +42.3% | +13.4% |
| 3Y | -26.9% | +0.6% | -27.6% | -33.9% |
| 5Y | -44.2% | -22.5% | -21.7% | -48.7% |
| All | +25.7% | +87.2% | -61.5% | -11.7% |
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 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