+84.4%
GRMN vs SHAK
-22.8%
+107.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.1% | +3.6% |
| 7D | +2.4% | -8.3% | +10.7% | +4.1% |
| 30D | -8.5% | -12.6% | +4.2% | -6.1% |
| 3M | +19.5% | +9.1% | +10.3% | +16.7% |
| 6M | +21.2% | -31.2% | +52.4% | +27.9% |
| YTD | +41.0% | -21.6% | +62.6% | +44.2% |
| 1Y | +19.6% | -38.8% | +58.4% | +28.5% |
| 3Y | +183.8% | +0.6% | +183.2% | +163.3% |
| All | +84.4% | -22.8% | +107.2% | +68.5% |
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 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