+21,774.2%
SHW vs GAP
+2,180.4%
+19,593.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 6M | +14.3% | +0.7% | +13.6% | +13.3% |
| YTD | +10.6% | -13.4% | +23.9% | +12.2% |
| 1Y | +4.1% | -7.7% | +11.7% | +4.1% |
| 3Y | +42.9% | +74.4% | -31.6% | +18.8% |
| 5Y | +14.2% | +5.3% | +8.9% | -0.4% |
| 10Y | +346.7% | +4.7% | +342.1% | +239.3% |
| All | +21,774.2% | +2,180.4% | +19,593.8% | +6,328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling