+346.7%
SHW vs CG
+299.0%
+47.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | -2.1% | -3.8% | +1.7% | -0.9% |
| 30D | +11.1% | +7.5% | +3.6% | +8.5% |
| 3M | -2.2% | -14.4% | +12.2% | +2.7% |
| 6M | +14.3% | -15.7% | +30.0% | +20.2% |
| YTD | +10.6% | -29.0% | +39.5% | +22.0% |
| 1Y | +4.1% | -22.1% | +26.2% | +11.1% |
| 3Y | +42.9% | +49.1% | -6.3% | +15.4% |
| 5Y | +14.2% | -18.4% | +32.6% | +9.5% |
| 10Y | +346.7% | +295.1% | +51.6% | +151.5% |
| All | +346.7% | +299.0% | +47.8% | +151.5% |
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