+238.7%
GM vs SHW
+1,469.8%
-1,231.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.0% |
| 7D | +0.4% | -1.2% | +1.6% | +1.0% |
| 30D | -1.8% | -11.6% | +9.8% | +4.7% |
| 3M | +2.6% | +9.1% | -6.5% | -2.6% |
| 6M | +14.6% | -0.7% | +15.2% | +14.2% |
| YTD | +6.2% | +1.4% | +4.8% | +4.4% |
| 1Y | +48.7% | -12.3% | +60.9% | +57.7% |
| 3Y | +168.3% | +23.4% | +144.9% | +131.7% |
| 5Y | +82.8% | +15.0% | +67.8% | +59.0% |
| 10Y | +226.2% | +278.3% | -52.1% | +43.1% |
| All | +238.7% | +1,469.8% | -1,231.1% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling