+45.1%
SHW vs GGLL
+328.7%
-283.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.7% |
| 7D | -3.2% | -4.8% | +1.5% | -2.7% |
| 30D | -9.5% | -13.7% | +4.2% | -8.1% |
| 3M | +11.5% | -21.9% | +33.3% | +13.8% |
| 6M | -3.5% | +11.7% | -15.2% | -5.9% |
| YTD | +3.7% | +2.3% | +1.4% | +2.0% |
| 1Y | -7.9% | +76.2% | -84.1% | -15.5% |
| 3Y | +24.7% | +245.0% | -220.3% | -2.5% |
| All | +45.1% | +328.7% | -283.6% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling