-3.9%
GLD vs SHW
+4.6%
-8.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -2.0% | -2.1% | +0.2% | -1.5% |
| 30D | -4.4% | +11.1% | -15.5% | -6.9% |
| 3M | -8.9% | -2.2% | -6.8% | -8.7% |
| 6M | -16.0% | +14.3% | -30.3% | -19.2% |
| YTD | -7.9% | +10.6% | -18.4% | -11.3% |
| 1Y | -3.9% | +4.1% | -7.9% | -6.3% |
| All | -3.9% | +4.6% | -8.4% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling