+853.6%
GLW vs SHW
+281.4%
+572.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.3% | +9.8% | +8.7% |
| 7D | +14.0% | -1.2% | +15.2% | +14.6% |
| 30D | +0.4% | -11.6% | +12.0% | +6.4% |
| 3M | -11.3% | +9.1% | -20.5% | -16.7% |
| 6M | +35.1% | -0.7% | +35.7% | +33.5% |
| YTD | +90.5% | +1.4% | +89.2% | +85.7% |
| 1Y | +132.0% | -12.3% | +144.3% | +142.3% |
| 3Y | +463.3% | +23.4% | +439.9% | +378.1% |
| 5Y | +382.5% | +15.0% | +367.5% | +311.3% |
| All | +853.6% | +281.4% | +572.2% | +324.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling