+159.7%
GILD vs SCHG
+459.0%
-299.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.1% |
| 7D | -4.8% | -1.0% | -3.8% | -4.5% |
| 30D | +5.8% | -1.3% | +7.0% | +6.3% |
| 3M | +14.9% | +5.4% | +9.5% | +12.6% |
| 6M | -0.4% | +14.4% | -14.8% | -5.3% |
| YTD | +18.5% | +8.0% | +10.5% | +15.0% |
| 1Y | +25.1% | +12.7% | +12.4% | +19.3% |
| 3Y | +105.9% | +85.6% | +20.3% | +58.5% |
| 5Y | +143.0% | +85.5% | +57.5% | +83.7% |
| All | +159.7% | +459.0% | -299.3% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling