+356.1%
SHW vs GD
+190.6%
+165.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +3.5% | -5.0% | +8.4% | +5.9% |
| 30D | +9.2% | +8.9% | +0.3% | +4.8% |
| 3M | -5.1% | -8.0% | +3.0% | -1.4% |
| 6M | +6.8% | +2.9% | +3.9% | +5.0% |
| YTD | +7.0% | +7.1% | -0.1% | +2.4% |
| 1Y | +4.1% | +5.9% | -1.8% | +0.2% |
| 3Y | +41.1% | +53.9% | -12.8% | +11.2% |
| 5Y | +12.9% | +95.4% | -82.5% | -22.5% |
| All | +356.1% | +190.6% | +165.5% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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