+96.3%
GSK vs SHAK
+34.1%
+62.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.7% |
| 7D | -3.6% | -7.2% | +3.6% | -3.1% |
| 30D | -5.9% | -11.8% | +5.9% | -5.1% |
| 3M | -4.3% | +17.2% | -21.4% | -5.6% |
| 6M | -10.8% | -34.1% | +23.3% | -8.7% |
| YTD | +1.8% | -22.4% | +24.2% | +2.7% |
| 1Y | +23.5% | -35.9% | +59.4% | +26.2% |
| 3Y | +49.5% | -3.4% | +52.9% | +45.2% |
| 5Y | +49.7% | -25.4% | +75.1% | +45.3% |
| 10Y | +81.9% | +83.4% | -1.5% | +53.2% |
| All | +96.3% | +34.1% | +62.2% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling