+231.1%
GM vs SHW
+288.7%
-57.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.6% |
| 7D | -2.4% | -3.1% | +0.7% | -0.8% |
| 30D | -1.1% | -10.0% | +8.9% | +4.5% |
| 3M | +6.1% | +2.3% | +3.9% | +4.3% |
| 6M | +15.0% | +0.7% | +14.3% | +13.8% |
| YTD | +6.0% | +0.5% | +5.5% | +4.7% |
| 1Y | +47.1% | -11.5% | +58.6% | +55.2% |
| 3Y | +170.5% | +21.3% | +149.2% | +135.2% |
| 5Y | +80.5% | +12.5% | +68.0% | +58.5% |
| All | +231.1% | +288.7% | -57.6% | +59.7% |
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