+21,505.5%
SHW vs GAP
+2,150.7%
+19,354.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | +0.7% | -5.2% | +5.9% | +1.7% |
| 30D | +8.4% | -6.9% | +15.3% | +9.9% |
| 3M | -2.2% | +5.7% | -7.9% | -3.6% |
| 6M | +13.3% | +0.9% | +12.4% | +12.3% |
| YTD | +9.2% | -14.5% | +23.7% | +11.1% |
| 1Y | +2.9% | -12.1% | +15.0% | +4.0% |
| 3Y | +41.1% | +72.2% | -31.1% | +17.6% |
| 5Y | +11.0% | +4.5% | +6.4% | -3.1% |
| 10Y | +341.2% | +3.3% | +338.0% | +235.9% |
| All | +21,505.5% | +2,150.7% | +19,354.8% | +6,266.0% |
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