+3.5%
GPN vs SHAK
-34.9%
+38.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.6% |
| 7D | -4.3% | -8.3% | +4.0% | -2.7% |
| 30D | 0.0% | -12.6% | +12.7% | +2.7% |
| 3M | +35.8% | +9.1% | +26.7% | +32.8% |
| 6M | +22.0% | -31.2% | +53.3% | +26.1% |
| YTD | +15.2% | -21.6% | +36.8% | +15.4% |
| 1Y | +3.5% | -38.8% | +42.3% | +12.7% |
| All | +3.5% | -34.9% | +38.4% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling