+12.5%
GS vs SHW
+5.0%
+7.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -5.2% |
| 7D | -6.3% | +5.7% | -12.1% | -7.7% |
| 30D | -3.1% | +8.7% | -11.8% | -5.4% |
| 3M | -17.7% | -5.4% | -12.3% | -16.3% |
| 6M | -4.6% | +12.2% | -16.8% | -8.4% |
| YTD | +0.3% | +8.5% | -8.2% | -4.4% |
| All | +12.5% | +5.0% | +7.5% | +8.6% |
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