+151.2%
GE vs SHW
+340.1%
-188.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -2.9% |
| 7D | +5.1% | +0.7% | +4.4% | +4.8% |
| 30D | +7.6% | +8.4% | -0.9% | +3.2% |
| 3M | -9.3% | -2.2% | -7.1% | -8.7% |
| 6M | +11.5% | +13.3% | -1.8% | +4.2% |
| YTD | +7.9% | +9.2% | -1.4% | +2.6% |
| 1Y | +7.6% | +2.9% | +4.7% | +5.2% |
| 3Y | +265.9% | +41.1% | +224.8% | +204.1% |
| 5Y | +405.9% | +11.0% | +395.0% | +360.8% |
| All | +151.2% | +340.1% | -188.9% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling