+21.3%
SHW vs GPN
-27.6%
+48.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -3.1% | -4.6% | +1.5% | -2.1% |
| 30D | -10.0% | -0.3% | -9.8% | -10.0% |
| 3M | +2.3% | +35.4% | -33.2% | -4.6% |
| 6M | +0.7% | +21.7% | -21.0% | -4.4% |
| YTD | +0.5% | +14.9% | -14.4% | -3.7% |
| 1Y | -11.5% | +3.2% | -14.7% | -13.1% |
| 3Y | +21.3% | -27.1% | +48.5% | +30.9% |
| All | +21.3% | -27.6% | +48.9% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling