+212.2%
GLD vs SHW
+371.2%
-158.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.6% |
| 7D | +4.9% | +1.6% | +3.4% | +4.8% |
| 30D | -1.3% | +12.1% | -13.4% | -2.0% |
| 3M | -4.8% | -3.0% | -1.8% | -4.7% |
| 6M | -12.5% | +13.5% | -26.0% | -13.2% |
| YTD | -4.2% | +11.2% | -15.5% | -4.9% |
| 1Y | +3.0% | +6.2% | -3.2% | +2.5% |
| 3Y | +109.1% | +45.6% | +63.5% | +104.8% |
| 5Y | +121.6% | +15.6% | +106.0% | +118.1% |
| 10Y | +212.2% | +356.5% | -144.3% | +204.2% |
| All | +212.2% | +371.2% | -158.9% | +204.2% |
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