+11.0%
SHW vs GD
+102.3%
-91.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +0.7% | +1.9% | -1.2% | -0.1% |
| 30D | +8.4% | +9.2% | -0.8% | +4.5% |
| 3M | -2.2% | -7.5% | +5.2% | +0.8% |
| 6M | +13.3% | +5.8% | +7.6% | +10.4% |
| YTD | +9.2% | +9.8% | -0.6% | +4.3% |
| 1Y | +2.9% | +5.8% | -2.9% | -0.1% |
| 3Y | +41.1% | +58.0% | -16.9% | +13.0% |
| 5Y | +11.0% | +100.4% | -89.5% | -20.7% |
| All | +11.0% | +102.3% | -91.4% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling