+755.2%
GLD vs SHW
+3,084.1%
-2,328.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.8% |
| 7D | +4.9% | +1.6% | +3.4% | +4.9% |
| 30D | -1.3% | +12.1% | -13.4% | -1.4% |
| 3M | -4.8% | -3.0% | -1.8% | -4.8% |
| 6M | -12.5% | +13.5% | -26.0% | -12.6% |
| YTD | -4.2% | +11.2% | -15.5% | -4.3% |
| 1Y | +3.0% | +6.2% | -3.2% | +2.9% |
| 3Y | +109.1% | +45.6% | +63.5% | +109.0% |
| 5Y | +121.6% | +15.6% | +106.0% | +121.0% |
| 10Y | +212.2% | +356.5% | -144.3% | +221.7% |
| All | +755.2% | +3,084.1% | -2,328.9% | +854.8% |
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