+10.5%
SHW vs GIS
-25.0%
+35.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.2% |
| 7D | -4.5% | -8.4% | +3.9% | -2.1% |
| 30D | -12.7% | -5.2% | -7.5% | -11.5% |
| 3M | +4.7% | +8.2% | -3.5% | +2.3% |
| 6M | -3.4% | -12.0% | +8.6% | -0.6% |
| YTD | -1.3% | -18.9% | +17.5% | +3.4% |
| 1Y | -10.4% | -23.6% | +13.3% | -4.6% |
| 3Y | +20.1% | -37.6% | +57.7% | +32.8% |
| 5Y | +10.5% | -25.2% | +35.7% | +10.6% |
| All | +10.5% | -25.0% | +35.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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