+206.4%
GLD vs SHW
+353.0%
-146.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +4.7% | +3.5% | +1.3% | +4.5% |
| 30D | -0.9% | +9.2% | -10.1% | -1.4% |
| 3M | -4.4% | -5.1% | +0.7% | -4.2% |
| 6M | -13.6% | +6.8% | -20.4% | -14.0% |
| YTD | -6.0% | +7.0% | -13.0% | -6.5% |
| 1Y | +1.8% | +4.1% | -2.3% | +1.4% |
| 3Y | +103.2% | +41.1% | +62.1% | +99.4% |
| 5Y | +119.3% | +12.9% | +106.5% | +116.3% |
| All | +206.4% | +353.0% | -146.5% | +199.3% |
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