-71.2%
GRAB vs SHAK
-22.8%
-48.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.4% |
| 7D | -10.8% | -8.3% | -2.5% | -8.4% |
| 30D | -15.5% | -12.6% | -2.9% | -12.0% |
| 3M | -9.0% | +9.1% | -18.1% | -11.8% |
| 6M | -21.6% | -31.2% | +9.7% | -15.0% |
| YTD | -38.9% | -21.6% | -17.3% | -37.0% |
| 1Y | -44.8% | -38.8% | -6.1% | -38.7% |
| 3Y | -18.4% | +0.6% | -19.1% | -32.0% |
| All | -71.2% | -22.8% | -48.4% | -74.9% |
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 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