+88.5%
GTLB vs SHAK
-32.1%
+120.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.9% |
| 7D | -6.6% | -7.2% | +0.6% | -6.7% |
| 30D | +13.7% | -11.8% | +25.6% | +13.4% |
| 3M | +52.9% | +17.2% | +35.7% | +55.0% |
| 6M | +88.5% | -34.1% | +122.6% | +74.6% |
| All | +88.5% | -32.1% | +120.6% | +74.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling