+746.1%
GLD vs SHW
+3,004.7%
-2,258.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +0.8% |
| 7D | +1.9% | +5.7% | -3.9% | +1.8% |
| 30D | -1.8% | +8.7% | -10.4% | -1.9% |
| 3M | -3.6% | -5.4% | +1.7% | -3.6% |
| 6M | -10.2% | +12.2% | -22.5% | -10.3% |
| YTD | -5.3% | +8.5% | -13.7% | -5.3% |
| 1Y | +2.5% | +4.9% | -2.5% | +2.4% |
| 3Y | +103.2% | +42.8% | +60.3% | +103.2% |
| 5Y | +121.1% | +14.5% | +106.6% | +120.6% |
| 10Y | +201.9% | +373.0% | -171.1% | +211.7% |
| All | +746.1% | +3,004.7% | -2,258.6% | +844.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling