-24.7%
SHAK vs GWRE
+15.1%
-39.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | -8.3% | -13.2% | +5.0% | -3.8% |
| 30D | -12.6% | -18.6% | +5.9% | -7.9% |
| 3M | +9.1% | +18.9% | -9.8% | -0.9% |
| 6M | -31.2% | -11.0% | -20.3% | -32.3% |
| YTD | -21.6% | -29.9% | +8.3% | -15.0% |
| 1Y | -38.8% | -44.3% | +5.6% | -25.9% |
| 3Y | +0.6% | +51.7% | -51.1% | -37.4% |
| All | -24.7% | +15.1% | -39.8% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling