+526.0%
GLW vs SHW
+339.2%
+186.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | +7.7% | +1.9% | +5.8% | +6.9% |
| 30D | -18.8% | +8.1% | -26.9% | -22.3% |
| 3M | -27.7% | -2.8% | -25.0% | -27.3% |
| 6M | -44.4% | +15.0% | -59.5% | -49.5% |
| YTD | +31.3% | +9.0% | +22.3% | +22.6% |
| 1Y | +40.0% | +4.5% | +35.6% | +33.6% |
| 3Y | +339.2% | +41.9% | +297.4% | +243.9% |
| 5Y | +229.2% | +10.7% | +218.4% | +189.2% |
| All | +526.0% | +339.2% | +186.7% | +162.9% |
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 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