+542.4%
GLW vs SHW
+371.2%
+171.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.0% | +5.2% | +7.3% |
| 7D | -5.9% | +1.6% | -7.5% | -6.7% |
| 30D | -26.0% | +12.1% | -38.1% | -30.4% |
| 3M | -29.9% | -3.0% | -26.9% | -29.4% |
| 6M | -37.8% | +13.5% | -51.3% | -43.1% |
| YTD | +33.1% | +11.2% | +21.9% | +23.1% |
| 1Y | +36.8% | +6.2% | +30.6% | +29.6% |
| 3Y | +356.1% | +45.6% | +310.5% | +252.6% |
| 5Y | +243.8% | +15.6% | +228.2% | +194.9% |
| 10Y | +542.4% | +356.5% | +185.9% | +171.6% |
| All | +542.4% | +371.2% | +171.2% | +171.6% |
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