+199.8%
GS vs SHAK
+36.4%
+163.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.3% |
| 7D | +5.9% | +4.3% | +1.6% | +4.9% |
| 30D | +4.3% | +9.0% | -4.7% | +2.3% |
| 3M | -11.7% | +1.8% | -13.5% | -12.3% |
| 6M | -3.2% | +17.3% | -20.5% | -7.6% |
| YTD | +5.8% | -7.6% | +13.4% | +4.8% |
| 1Y | +16.0% | -16.9% | +32.9% | +17.8% |
| 3Y | +199.8% | +35.1% | +164.7% | +174.8% |
| All | +199.8% | +36.4% | +163.4% | +174.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling