+284.1%
SHW vs CG
+324.5%
-40.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.4% |
| 7D | -3.2% | -6.4% | +3.2% | -1.1% |
| 30D | -11.4% | -7.1% | -4.3% | -9.4% |
| 3M | +3.5% | -1.6% | +5.1% | +3.6% |
| 6M | -3.4% | -8.3% | +5.0% | -1.3% |
| YTD | -0.3% | -23.8% | +23.5% | +7.5% |
| 1Y | -10.4% | -28.7% | +18.3% | -1.8% |
| 3Y | +21.3% | +49.2% | -27.9% | -1.7% |
| 5Y | +12.9% | +5.5% | +7.3% | -1.4% |
| 10Y | +284.1% | +331.2% | -47.1% | +115.1% |
| All | +284.1% | +324.5% | -40.4% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling