-21.6%
GRAB vs SHAK
-33.5%
+11.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.8% |
| 7D | -10.8% | -8.3% | -2.5% | -9.5% |
| 30D | -15.5% | -12.6% | -2.9% | -13.6% |
| 3M | -9.0% | +9.1% | -18.1% | -10.1% |
| 6M | -21.6% | -31.2% | +9.7% | -20.5% |
| All | -21.6% | -33.5% | +11.9% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling