+867.9%
GLW vs SHW
+275.0%
+592.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.3% |
| 7D | +16.9% | -3.2% | +20.1% | +18.6% |
| 30D | +7.0% | -11.4% | +18.4% | +13.2% |
| 3M | -3.0% | +3.5% | -6.5% | -6.2% |
| 6M | +31.0% | -3.4% | +34.3% | +31.2% |
| YTD | +93.4% | -0.3% | +93.8% | +90.1% |
| 1Y | +134.7% | -10.4% | +145.2% | +142.4% |
| 3Y | +471.8% | +21.3% | +450.5% | +389.2% |
| 5Y | +394.5% | +12.9% | +381.6% | +325.5% |
| 10Y | +867.9% | +284.1% | +583.8% | +334.1% |
| All | +867.9% | +275.0% | +592.9% | +334.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling