+232.6%
IAU vs SHAK
+34.1%
+198.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.0% |
| 7D | +0.2% | -7.2% | +7.4% | +0.3% |
| 30D | +0.2% | -11.8% | +12.0% | +0.4% |
| 3M | +3.3% | +17.2% | -13.9% | +3.1% |
| 6M | -14.6% | -34.1% | +19.6% | -14.3% |
| YTD | +1.9% | -22.4% | +24.2% | +2.1% |
| 1Y | +20.9% | -35.9% | +56.8% | +21.3% |
| 3Y | +127.5% | -3.4% | +130.8% | +126.6% |
| 5Y | +141.9% | -25.4% | +167.3% | +140.5% |
| 10Y | +222.8% | +83.4% | +139.3% | +223.5% |
| All | +232.6% | +34.1% | +198.6% | +236.1% |
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