+669.0%
GRMN vs SHAK
+87.2%
+581.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.1% | +3.7% |
| 7D | +2.4% | -8.3% | +10.7% | +4.0% |
| 30D | -8.5% | -12.6% | +4.2% | -6.3% |
| 3M | +19.5% | +9.1% | +10.3% | +17.0% |
| 6M | +21.2% | -31.2% | +52.4% | +27.1% |
| YTD | +41.0% | -21.6% | +62.6% | +44.0% |
| 1Y | +19.6% | -38.8% | +58.4% | +27.4% |
| 3Y | +183.8% | +0.6% | +183.2% | +167.6% |
| 5Y | +83.0% | -22.5% | +105.5% | +72.8% |
| All | +669.0% | +87.2% | +581.8% | +474.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling