+19.6%
GRMN vs SHAK
-34.9%
+54.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.1% | +3.9% |
| 7D | +2.4% | -8.3% | +10.7% | +3.4% |
| 30D | -8.5% | -12.6% | +4.2% | -7.1% |
| 3M | +19.5% | +9.1% | +10.3% | +18.0% |
| 6M | +21.2% | -31.2% | +52.4% | +25.6% |
| YTD | +41.0% | -21.6% | +62.6% | +43.3% |
| 1Y | +19.6% | -38.8% | +58.4% | +25.5% |
| All | +19.6% | -34.9% | +54.5% | +25.5% |
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 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