-38.3%
GRAB vs SHAK
-26.3%
-12.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.1% | +7.7% | +4.3% |
| 7D | +26.1% | -1.0% | +27.1% | +26.2% |
| 30D | +13.4% | +8.1% | +5.3% | +11.5% |
| 3M | -7.0% | -6.1% | -0.9% | -6.6% |
| 6M | -5.4% | -27.7% | +22.3% | -3.8% |
| YTD | -30.3% | -14.0% | -16.3% | -31.8% |
| 1Y | -38.3% | -27.1% | -11.2% | -37.9% |
| All | -38.3% | -26.3% | -12.0% | -37.9% |
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