+457.2%
GS vs SHW
+352.3%
+104.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.8% |
| 7D | +1.6% | +4.2% | -2.7% | -0.3% |
| 30D | +1.7% | +11.3% | -9.6% | -3.6% |
| 3M | -11.6% | -1.8% | -9.8% | -11.2% |
| 6M | -1.9% | +12.7% | -14.6% | -8.5% |
| YTD | +5.1% | +10.4% | -5.4% | -1.5% |
| 1Y | +16.4% | +4.7% | +11.7% | +12.0% |
| 3Y | +199.0% | +42.7% | +156.3% | +143.9% |
| 5Y | +157.4% | +14.5% | +142.9% | +128.6% |
| 10Y | +457.2% | +340.7% | +116.5% | +165.7% |
| All | +457.2% | +352.3% | +104.9% | +165.7% |
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