+213.3%
GLD vs SHW
+275.8%
-62.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.6% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | +0.3% | -11.6% | +11.9% | +1.0% |
| 3M | +0.6% | +9.1% | -8.5% | +0.1% |
| 6M | -15.6% | -0.7% | -14.9% | -15.6% |
| YTD | +0.9% | +1.4% | -0.5% | +0.7% |
| 1Y | +19.4% | -12.3% | +31.7% | +19.9% |
| 3Y | +124.5% | +23.4% | +101.1% | +121.8% |
| 5Y | +138.9% | +15.0% | +123.9% | +135.9% |
| 10Y | +213.3% | +278.3% | -65.0% | +213.1% |
| All | +213.3% | +275.8% | -62.6% | +213.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling