+39.4%
GM vs SHW
+7.3%
+32.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.6% | -2.0% | +1.5% |
| 7D | +12.1% | +13.3% | -1.2% | +5.7% |
| 30D | +15.2% | +14.1% | +1.1% | +7.8% |
| 3M | +4.9% | +0.8% | +4.1% | +4.3% |
| 6M | +22.6% | +17.6% | +5.0% | +11.9% |
| YTD | +14.4% | +13.0% | +1.4% | +5.9% |
| 1Y | +39.4% | +7.0% | +32.4% | +33.4% |
| All | +39.4% | +7.3% | +32.1% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling