+620.7%
GEV vs SHW
-1.1%
+621.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +3.3% | -3.2% | +6.5% | +4.4% |
| 30D | -7.5% | -9.5% | +2.1% | -4.4% |
| 3M | -2.2% | +11.5% | -13.6% | -7.1% |
| 6M | +12.1% | -3.5% | +15.6% | +12.9% |
| YTD | +44.4% | +3.7% | +40.7% | +40.7% |
| 1Y | +57.7% | -7.9% | +65.6% | +60.9% |
| All | +620.7% | -1.1% | +621.8% | +548.0% |
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 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