+281.8%
GE vs SHW
+23.8%
+258.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.5% |
| 7D | +1.2% | -1.2% | +2.3% | +1.7% |
| 30D | -9.5% | -11.6% | +2.1% | -3.9% |
| 3M | +4.1% | +9.1% | -5.0% | -1.0% |
| 6M | +3.9% | -0.7% | +4.6% | +3.5% |
| YTD | +9.0% | +1.4% | +7.7% | +7.6% |
| 1Y | +21.9% | -12.3% | +34.2% | +28.3% |
| 3Y | +281.8% | +23.4% | +258.4% | +259.2% |
| All | +281.8% | +23.8% | +258.0% | +259.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling