+7.0%
SHW vs GPN
+20.6%
-13.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.9% | +8.6% | +7.1% |
| 7D | +13.3% | +15.0% | -1.7% | +9.8% |
| 30D | +14.1% | +16.9% | -2.8% | +10.2% |
| 3M | +0.8% | +9.2% | -8.4% | -1.3% |
| 6M | +17.6% | +34.7% | -17.1% | +10.2% |
| YTD | +13.0% | +25.4% | -12.4% | +7.8% |
| 1Y | +7.0% | +21.7% | -14.8% | +3.0% |
| All | +7.0% | +20.6% | -13.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling