-9.2%
SHW vs GLXY
+15.1%
-24.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -2.3% |
| 7D | -1.2% | +15.5% | -16.6% | -1.3% |
| 30D | -11.6% | +34.1% | -45.7% | -11.9% |
| 3M | +9.1% | -11.3% | +20.5% | +9.3% |
| 6M | -0.7% | +31.6% | -32.3% | -1.1% |
| YTD | +1.4% | +21.0% | -19.6% | +1.1% |
| 1Y | -12.3% | +11.7% | -24.0% | -12.5% |
| All | -9.2% | +15.1% | -24.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling