+105.9%
GILD vs SHW
+22.1%
+83.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | -4.8% | -3.1% | -1.7% | -4.2% |
| 30D | +5.8% | -10.0% | +15.8% | +8.2% |
| 3M | +14.9% | +2.3% | +12.7% | +14.2% |
| 6M | -0.4% | +0.7% | -1.0% | -0.9% |
| YTD | +18.5% | +0.5% | +18.0% | +17.7% |
| 1Y | +25.1% | -11.5% | +36.6% | +27.7% |
| 3Y | +105.9% | +21.3% | +84.6% | +97.1% |
| All | +105.9% | +22.1% | +83.8% | +97.1% |
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