+142.5%
GLD vs SHW
+15.5%
+127.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -0.5% | -3.2% | +2.7% | -0.3% |
| 30D | +4.4% | -9.5% | +13.9% | +5.1% |
| 3M | -1.1% | +11.5% | -12.6% | -1.9% |
| 6M | -13.8% | -3.5% | -10.2% | -13.8% |
| YTD | +2.6% | +3.7% | -1.1% | +2.3% |
| 1Y | +24.5% | -7.9% | +32.4% | +24.7% |
| 3Y | +125.8% | +24.7% | +101.1% | +122.2% |
| All | +142.5% | +15.5% | +127.0% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling