+120.3%
GLD vs SHW
+14.0%
+106.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.1% |
| 7D | +1.9% | +5.7% | -3.9% | +1.4% |
| 30D | -1.8% | +8.7% | -10.4% | -2.5% |
| 3M | -3.6% | -5.4% | +1.7% | -3.3% |
| 6M | -10.2% | +12.2% | -22.5% | -11.1% |
| YTD | -5.3% | +8.5% | -13.7% | -6.0% |
| 1Y | +2.5% | +4.9% | -2.5% | +1.8% |
| 3Y | +103.2% | +42.8% | +60.3% | +98.2% |
| All | +120.3% | +14.0% | +106.3% | +120.9% |
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