+155.6%
GS vs SHW
+11.1%
+144.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.9% | +1.9% | +3.9% | +5.1% |
| 30D | +4.3% | +8.1% | -3.8% | +1.1% |
| 3M | -11.7% | -2.8% | -8.9% | -10.9% |
| 6M | -3.2% | +15.0% | -18.2% | -9.1% |
| YTD | +5.8% | +9.0% | -3.2% | +1.1% |
| 1Y | +16.0% | +4.5% | +11.5% | +12.7% |
| 3Y | +199.8% | +41.9% | +157.9% | +159.5% |
| All | +155.6% | +11.1% | +144.5% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling