+11.0%
GS vs SHAK
-22.0%
+33.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.0% |
| 7D | +5.1% | +4.1% | +1.0% | +4.6% |
| 30D | +2.4% | +2.3% | +0.2% | +2.1% |
| 3M | -11.5% | -0.2% | -11.2% | -11.6% |
| 6M | -2.5% | +10.1% | -12.6% | -3.6% |
| YTD | +5.5% | -10.5% | +15.9% | +8.2% |
| 1Y | +11.0% | -22.4% | +33.4% | +17.6% |
| All | +11.0% | -22.0% | +33.1% | +17.6% |
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 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