+46.1%
GSK vs SHAK
-5.6%
+51.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.9% |
| 7D | -5.4% | -11.0% | +5.6% | -4.9% |
| 30D | -4.6% | -14.0% | +9.4% | -3.9% |
| 3M | -5.1% | +13.3% | -18.4% | -5.8% |
| 6M | -11.4% | -35.3% | +23.9% | -10.2% |
| YTD | +0.7% | -24.0% | +24.7% | +1.5% |
| 1Y | +23.0% | -36.7% | +59.7% | +24.7% |
| All | +46.1% | -5.6% | +51.7% | +44.7% |
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