-7.9%
SHW vs GTLB
+14.4%
-22.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | -3.2% | +11.1% | -14.3% | -3.1% |
| 30D | -9.5% | +37.8% | -47.3% | -9.0% |
| 3M | +11.5% | +61.6% | -50.1% | +12.3% |
| 6M | -3.5% | +98.9% | -102.5% | -1.1% |
| YTD | +3.7% | +32.8% | -29.1% | +6.4% |
| 1Y | -7.9% | +14.7% | -22.6% | -5.3% |
| All | -7.9% | +14.4% | -22.3% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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