+41.1%
SHW vs GGLL
+154.9%
-113.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.5% |
| 7D | +3.5% | +3.1% | +0.4% | +3.2% |
| 30D | +9.2% | -36.3% | +45.6% | +12.5% |
| 3M | -5.1% | -40.4% | +35.3% | -1.9% |
| 6M | +6.8% | -54.6% | +61.5% | +12.3% |
| YTD | +7.0% | -31.1% | +38.1% | +8.3% |
| 1Y | +4.1% | -19.2% | +23.3% | +4.2% |
| 3Y | +41.1% | +151.5% | -110.5% | +23.4% |
| All | +41.1% | +154.9% | -113.9% | +23.4% |
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