+22.2%
SHW vs FGI
-70.6%
+92.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | +3.5% | -7.0% | +10.4% | +3.5% |
| 30D | +9.2% | -4.2% | +13.5% | +9.2% |
| 3M | -5.1% | +55.6% | -60.7% | -5.4% |
| 6M | +6.8% | -3.2% | +10.0% | +6.6% |
| YTD | +7.0% | +29.1% | -22.2% | +6.5% |
| 1Y | +4.1% | +51.0% | -46.9% | +3.8% |
| 3Y | +41.1% | +1.5% | +39.6% | +42.0% |
| All | +22.2% | -70.6% | +92.7% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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