+284.1%
SHW vs GPC
+83.6%
+200.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -3.2% | -0.6% | -2.6% | -2.9% |
| 30D | -11.4% | +1.3% | -12.7% | -11.9% |
| 3M | +3.5% | +37.1% | -33.6% | -10.7% |
| 6M | -3.4% | +23.2% | -26.5% | -12.6% |
| YTD | -0.3% | +13.1% | -13.4% | -7.4% |
| 1Y | -10.4% | +0.9% | -11.3% | -12.4% |
| 3Y | +21.3% | -0.8% | +22.1% | +15.8% |
| 5Y | +12.9% | +31.1% | -18.3% | -5.9% |
| 10Y | +284.1% | +87.4% | +196.7% | +147.3% |
| All | +284.1% | +83.6% | +200.5% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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