+19,418.0%
SHW vs GFI
+660.1%
+18,757.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.9% |
| 7D | -4.5% | -5.1% | +0.7% | -4.3% |
| 30D | -12.7% | +13.4% | -26.1% | -13.0% |
| 3M | +4.7% | +36.2% | -31.5% | +3.6% |
| 6M | -3.4% | -9.8% | +6.4% | -3.3% |
| YTD | -1.3% | +7.7% | -9.0% | -1.8% |
| 1Y | -10.4% | +27.2% | -37.5% | -11.3% |
| 3Y | +20.1% | +300.3% | -280.2% | +14.6% |
| 5Y | +10.5% | +539.8% | -529.3% | +3.5% |
| 10Y | +280.3% | +1,058.5% | -778.2% | +247.8% |
| All | +19,418.0% | +660.1% | +18,757.9% | +17,826.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling