+2,832.6%
GE vs SHW
+21,742.9%
-18,910.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -3.0% |
| 7D | +5.1% | +0.7% | +4.4% | +4.8% |
| 30D | +7.6% | +8.4% | -0.9% | +4.0% |
| 3M | -9.3% | -2.2% | -7.1% | -8.8% |
| 6M | +11.5% | +13.3% | -1.8% | +5.5% |
| YTD | +7.9% | +9.2% | -1.4% | +3.6% |
| 1Y | +7.6% | +2.9% | +4.7% | +5.7% |
| 3Y | +265.9% | +41.1% | +224.8% | +214.6% |
| 5Y | +405.9% | +11.0% | +395.0% | +365.6% |
| 10Y | +149.6% | +341.2% | -191.6% | +32.1% |
| All | +2,832.6% | +21,742.9% | -18,910.3% | +265.8% |
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