+1,742.2%
SHW vs GNRC
+2,120.5%
-378.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.6% |
| 7D | -1.2% | +4.8% | -6.0% | -2.2% |
| 30D | -11.6% | -10.4% | -1.2% | -9.6% |
| 3M | +9.1% | -28.5% | +37.6% | +16.2% |
| 6M | -0.7% | -6.8% | +6.1% | -1.1% |
| YTD | +1.4% | +39.5% | -38.1% | -8.4% |
| 1Y | -12.3% | +3.4% | -15.7% | -15.9% |
| 3Y | +23.4% | +65.1% | -41.8% | +3.2% |
| 5Y | +15.0% | -57.1% | +72.1% | +21.8% |
| 10Y | +278.3% | +432.5% | -154.2% | +120.1% |
| All | +1,742.2% | +2,120.5% | -378.4% | +707.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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