+20,418.4%
SHW vs GD
+20,186.5%
+231.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | -3.2% | -5.3% | +2.0% | -1.5% |
| 30D | -9.5% | -6.4% | -3.1% | -7.5% |
| 3M | +11.5% | +5.7% | +5.8% | +9.3% |
| 6M | -3.5% | -0.9% | -2.6% | -3.5% |
| YTD | +3.7% | +8.2% | -4.4% | +0.5% |
| 1Y | -7.9% | +13.4% | -21.3% | -12.2% |
| 3Y | +24.7% | +68.5% | -43.8% | +3.4% |
| 5Y | +13.6% | +97.2% | -83.6% | -11.0% |
| 10Y | +283.0% | +190.2% | +92.8% | +161.6% |
| All | +20,418.4% | +20,186.5% | +231.9% | +7,173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling