+12.1%
GS vs SHW
+3.6%
+8.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -3.2% | +3.5% | -6.7% | -4.0% |
| 30D | -2.4% | +9.2% | -11.6% | -4.8% |
| 3M | -15.7% | -5.1% | -10.6% | -14.4% |
| 6M | -6.8% | +6.8% | -13.6% | -8.7% |
| YTD | -0.1% | +7.0% | -7.0% | -4.4% |
| 1Y | +12.1% | +4.1% | +8.0% | +8.7% |
| All | +12.1% | +3.6% | +8.5% | +8.7% |
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 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