+12.9%
SHW vs GME
-55.8%
+68.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.0% | -1.9% |
| 7D | -3.2% | +4.8% | -8.1% | -3.4% |
| 30D | -11.4% | +5.9% | -17.2% | -11.6% |
| 3M | +3.5% | -10.7% | +14.2% | +3.9% |
| 6M | -3.4% | -19.8% | +16.4% | -2.6% |
| YTD | -0.3% | -0.9% | +0.6% | -0.5% |
| 1Y | -10.4% | -15.7% | +5.3% | -10.1% |
| 3Y | +21.3% | +12.3% | +9.0% | +13.0% |
| 5Y | +12.9% | -60.1% | +72.9% | +6.9% |
| All | +12.9% | -55.8% | +68.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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