+15.0%
SHW vs GPC
+29.0%
-14.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.0% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -11.6% | -0.4% | -11.2% | -11.4% |
| 3M | +9.1% | +39.2% | -30.1% | -6.4% |
| 6M | -0.7% | +18.2% | -18.9% | -8.6% |
| YTD | +1.4% | +12.1% | -10.7% | -5.8% |
| 1Y | -12.3% | -0.7% | -11.6% | -13.8% |
| 3Y | +23.4% | -1.7% | +25.0% | +17.4% |
| 5Y | +15.0% | +29.3% | -14.3% | -6.5% |
| All | +15.0% | +29.0% | -14.0% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling