+279.7%
SHW vs GDDY
+390.3%
-110.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | +0.1% | +1.4% |
| 7D | -3.1% | -3.2% | +0.1% | -2.4% |
| 30D | -10.0% | +6.8% | -16.8% | -11.8% |
| 3M | +2.3% | +30.5% | -28.2% | -5.2% |
| 6M | +0.7% | +13.3% | -12.7% | -4.2% |
| YTD | +0.5% | -21.0% | +21.5% | +4.2% |
| 1Y | -11.5% | -34.0% | +22.5% | -3.9% |
| 3Y | +21.3% | +33.1% | -11.7% | +6.6% |
| 5Y | +12.5% | +30.3% | -17.8% | -2.5% |
| 10Y | +287.3% | +205.5% | +81.8% | +182.6% |
| All | +279.7% | +390.3% | -110.7% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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