+142.4%
GILD vs SCHG
+84.3%
+58.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.9% |
| 7D | -4.8% | -1.0% | -3.8% | -4.6% |
| 30D | +5.8% | -1.3% | +7.0% | +6.1% |
| 3M | +14.9% | +5.4% | +9.5% | +13.5% |
| 6M | -0.4% | +14.4% | -14.8% | -3.4% |
| YTD | +18.5% | +8.0% | +10.5% | +16.3% |
| 1Y | +25.1% | +12.7% | +12.4% | +21.5% |
| 3Y | +105.9% | +85.6% | +20.3% | +74.9% |
| All | +142.4% | +84.3% | +58.1% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling