+261.3%
GE vs SCHW
+86.8%
+174.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -2.8% | -2.8% | 0.0% | -1.8% |
| 30D | -11.9% | -0.1% | -11.9% | -12.0% |
| 3M | +1.8% | +20.6% | -18.7% | -5.2% |
| 6M | -0.6% | +15.9% | -16.6% | -6.2% |
| YTD | +5.5% | +8.5% | -3.0% | +1.7% |
| 1Y | +15.0% | +17.8% | -2.9% | +7.0% |
| All | +261.3% | +86.8% | +174.5% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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