+57.7%
GEV vs SHW
-7.8%
+65.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +3.3% | -3.2% | +6.5% | +3.8% |
| 30D | -7.5% | -9.5% | +2.1% | -6.0% |
| 3M | -2.2% | +11.5% | -13.6% | -5.4% |
| 6M | +12.1% | -3.5% | +15.6% | +11.4% |
| YTD | +44.4% | +3.7% | +40.7% | +43.2% |
| 1Y | +57.7% | -7.9% | +65.6% | +52.8% |
| All | +57.7% | -7.8% | +65.5% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling