+457.2%
GS vs SHAK
+111.2%
+346.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.8% |
| 7D | +1.6% | +8.2% | -6.6% | -0.2% |
| 30D | +1.7% | +13.5% | -11.8% | -1.4% |
| 3M | -11.6% | +6.2% | -17.8% | -13.2% |
| 6M | -1.9% | +8.2% | -10.1% | -5.2% |
| YTD | +5.1% | -6.5% | +11.6% | +3.3% |
| 1Y | +16.4% | -19.2% | +35.6% | +18.3% |
| 3Y | +199.0% | +37.9% | +161.0% | +157.0% |
| 5Y | +157.4% | -9.5% | +166.9% | +133.1% |
| 10Y | +457.2% | +106.2% | +351.0% | +262.8% |
| All | +457.2% | +111.2% | +346.0% | +262.8% |
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