+14.7%
GTLB vs SHAK
-34.0%
+48.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +11.1% | -0.7% | +11.8% | +11.1% |
| 30D | +37.8% | -6.6% | +44.4% | +38.0% |
| 3M | +61.6% | +30.1% | +31.5% | +60.4% |
| 6M | +98.9% | -28.7% | +127.7% | +94.8% |
| YTD | +32.8% | -14.5% | +47.3% | +26.9% |
| 1Y | +14.7% | -31.9% | +46.5% | +16.3% |
| All | +14.7% | -34.0% | +48.7% | +16.3% |
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