+240.4%
GS vs SHAK
+1.3%
+239.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.4% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | +0.2% | -5.2% | +5.4% | +1.3% |
| 3M | -0.3% | +27.3% | -27.6% | -6.2% |
| 6M | +27.4% | -27.9% | +55.2% | +34.5% |
| YTD | +19.6% | -17.0% | +36.6% | +21.6% |
| 1Y | +42.5% | -30.9% | +73.4% | +51.2% |
| 3Y | +240.4% | +3.4% | +237.1% | +223.8% |
| All | +240.4% | +1.3% | +239.2% | +223.8% |
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