+2,064.0%
GS vs SHW
+4,792.4%
-2,728.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +0.9% | -3.2% | +4.2% | +2.6% |
| 30D | -1.6% | -9.5% | +7.9% | +3.2% |
| 3M | -4.5% | +11.5% | -15.9% | -10.2% |
| 6M | +20.9% | -3.5% | +24.4% | +21.7% |
| YTD | +19.9% | +3.7% | +16.2% | +16.2% |
| 1Y | +41.4% | -7.9% | +49.3% | +44.6% |
| 3Y | +239.2% | +24.7% | +214.5% | +196.2% |
| 5Y | +185.0% | +13.6% | +171.5% | +151.6% |
| 10Y | +655.0% | +283.0% | +372.0% | +251.4% |
| All | +2,064.0% | +4,792.4% | -2,728.3% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling