+152.0%
GE vs SHW
+339.2%
-187.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.7% | +1.9% | +0.7% | +1.8% |
| 30D | +8.1% | +8.1% | 0.0% | +3.9% |
| 3M | -7.9% | -2.8% | -5.1% | -7.0% |
| 6M | +12.9% | +15.0% | -2.1% | +4.7% |
| YTD | +8.2% | +9.0% | -0.8% | +3.0% |
| 1Y | +9.7% | +4.5% | +5.2% | +6.4% |
| 3Y | +266.1% | +41.9% | +224.3% | +203.5% |
| 5Y | +407.4% | +10.7% | +396.6% | +362.6% |
| All | +152.0% | +339.2% | -187.3% | +26.0% |
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