+140.2%
GS vs SHW
+14.0%
+126.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -4.9% |
| 7D | -6.3% | +5.7% | -12.1% | -8.3% |
| 30D | -3.1% | +8.7% | -11.8% | -6.3% |
| 3M | -17.7% | -5.4% | -12.3% | -16.1% |
| 6M | -4.6% | +12.2% | -16.8% | -9.6% |
| YTD | +0.3% | +8.5% | -8.2% | -4.0% |
| 1Y | +11.7% | +4.9% | +6.8% | +8.3% |
| 3Y | +183.6% | +42.8% | +140.7% | +144.9% |
| All | +140.2% | +14.0% | +126.2% | +110.3% |
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