+2,874.1%
GE vs SHW
+22,149.4%
-19,275.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.2% | +2.2% |
| 7D | +6.3% | +1.6% | +4.7% | +5.5% |
| 30D | +8.9% | +12.1% | -3.2% | +3.8% |
| 3M | -9.2% | -3.0% | -6.2% | -8.4% |
| 6M | +13.2% | +13.5% | -0.3% | +7.0% |
| YTD | +9.4% | +11.2% | -1.9% | +4.3% |
| 1Y | +9.8% | +6.2% | +3.6% | +6.5% |
| 3Y | +278.2% | +45.6% | +232.5% | +221.2% |
| 5Y | +396.0% | +15.6% | +380.4% | +349.0% |
| 10Y | +162.4% | +356.5% | -194.1% | +37.0% |
| All | +2,874.1% | +22,149.4% | -19,275.4% | +268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling