+96.9%
GLD vs SHW
+41.0%
+56.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -4.6% | +1.7% | -6.3% | -4.8% |
| 30D | -5.5% | +7.8% | -13.3% | -6.4% |
| 3M | -10.9% | -3.0% | -7.9% | -10.7% |
| 6M | -17.4% | +14.8% | -32.2% | -18.9% |
| YTD | -10.3% | +8.8% | -19.1% | -11.3% |
| 1Y | -7.2% | +4.2% | -11.4% | -8.1% |
| 3Y | +96.9% | +41.5% | +55.4% | +76.5% |
| All | +96.9% | +41.0% | +56.0% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling