+43.7%
SHW vs GGLL
+152.2%
-108.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +4.2% | +5.1% | -0.9% | +3.9% |
| 30D | +11.3% | -35.5% | +46.8% | +14.4% |
| 3M | -1.8% | -39.2% | +37.3% | +1.3% |
| 6M | +12.7% | -54.4% | +67.1% | +18.3% |
| YTD | +10.4% | -29.8% | +40.3% | +11.7% |
| 1Y | +4.7% | -20.4% | +25.1% | +4.9% |
| All | +43.7% | +152.2% | -108.4% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling