+12.3%
SHW vs GAP
+5.0%
+7.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | -2.1% | -9.3% | +7.2% | -0.3% |
| 30D | +11.1% | -5.5% | +16.6% | +12.3% |
| 3M | -2.2% | +3.5% | -5.6% | -3.0% |
| 6M | +14.3% | +0.7% | +13.6% | +13.4% |
| YTD | +10.6% | -13.4% | +23.9% | +12.1% |
| 1Y | +4.1% | -7.7% | +11.7% | +4.1% |
| 3Y | +42.9% | +74.4% | -31.6% | +18.9% |
| All | +12.3% | +5.0% | +7.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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