+21,907.6%
SHW vs GPC
+2,122.0%
+19,785.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +2.9% |
| 7D | +1.6% | +0.8% | +0.7% | +1.3% |
| 30D | +12.1% | -1.1% | +13.2% | +12.7% |
| 3M | -3.0% | -6.6% | +3.7% | +0.4% |
| 6M | +13.5% | +22.2% | -8.7% | +2.2% |
| YTD | +11.2% | +5.1% | +6.2% | +6.6% |
| 1Y | +6.2% | +2.8% | +3.4% | +2.8% |
| 3Y | +45.6% | +2.4% | +43.3% | +36.9% |
| 5Y | +15.6% | +7.8% | +7.8% | +4.7% |
| 10Y | +356.5% | +87.2% | +269.2% | +191.4% |
| All | +21,907.6% | +2,122.0% | +19,785.6% | +4,539.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling