+12.0%
SHW vs GFI
+524.1%
-512.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | -3.1% | -4.9% | +1.7% | -2.7% |
| 30D | -10.0% | +10.7% | -20.8% | -10.8% |
| 3M | +2.3% | +25.6% | -23.4% | +0.2% |
| 6M | +0.7% | -8.3% | +8.9% | +0.5% |
| YTD | +0.5% | +6.3% | -5.8% | -0.8% |
| 1Y | -11.5% | +22.1% | -33.6% | -13.5% |
| 3Y | +21.3% | +289.2% | -267.9% | +8.1% |
| All | +12.0% | +524.1% | -512.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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