-74.3%
GRAB vs SHAK
-22.8%
-51.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.4% |
| 7D | -10.8% | -8.3% | -2.5% | -8.6% |
| 30D | -15.5% | -12.6% | -2.9% | -12.3% |
| 3M | -9.0% | +9.1% | -18.1% | -11.6% |
| 6M | -21.6% | -31.2% | +9.7% | -15.5% |
| YTD | -38.9% | -21.6% | -17.3% | -37.0% |
| 1Y | -44.8% | -38.8% | -6.1% | -39.2% |
| 3Y | -18.4% | +0.6% | -19.1% | -29.2% |
| 5Y | -71.6% | -22.5% | -49.1% | -75.5% |
| All | -74.3% | -22.8% | -51.5% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling