+21,359.2%
SHW vs GD
+20,112.4%
+1,246.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.2% |
| 7D | +5.7% | -3.9% | +9.6% | +7.1% |
| 30D | +8.7% | +8.1% | +0.6% | +5.8% |
| 3M | -5.4% | -6.8% | +1.4% | -3.3% |
| 6M | +12.2% | +3.0% | +9.2% | +10.9% |
| YTD | +8.5% | +7.8% | +0.7% | +5.2% |
| 1Y | +4.9% | +5.8% | -0.9% | +2.3% |
| 3Y | +42.8% | +55.3% | -12.5% | +21.8% |
| 5Y | +14.5% | +96.7% | -82.2% | -10.2% |
| 10Y | +373.0% | +195.4% | +177.6% | +221.2% |
| All | +21,359.2% | +20,112.4% | +1,246.8% | +7,508.6% |
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 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