+32,991.5%
GILD vs SHW
+11,658.0%
+21,333.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.3% |
| 7D | -4.8% | -3.1% | -1.7% | -4.0% |
| 30D | +5.8% | -10.0% | +15.8% | +9.0% |
| 3M | +14.9% | +2.3% | +12.7% | +13.9% |
| 6M | -0.4% | +0.7% | -1.0% | -1.1% |
| YTD | +18.5% | +0.5% | +18.0% | +17.5% |
| 1Y | +25.1% | -11.5% | +36.6% | +28.4% |
| 3Y | +105.9% | +21.3% | +84.6% | +90.3% |
| 5Y | +143.0% | +12.5% | +130.5% | +124.6% |
| 10Y | +162.4% | +287.3% | -124.9% | +62.3% |
| All | +32,991.5% | +11,658.0% | +21,333.5% | +9,057.1% |
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 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