+4.5%
SHW vs GTLB
+3.8%
+0.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | +1.9% | -0.7% | +2.7% | +1.9% |
| 30D | +8.1% | -10.2% | +18.3% | +7.7% |
| 3M | -2.8% | +10.1% | -12.9% | -2.4% |
| 6M | +15.0% | +116.5% | -101.4% | +21.0% |
| YTD | +9.0% | +27.2% | -18.2% | +10.8% |
| 1Y | +4.5% | +8.6% | -4.1% | +5.0% |
| All | +4.5% | +3.8% | +0.7% | +5.0% |
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