+105.9%
GILD vs SCHW
+86.6%
+19.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -4.8% | -1.9% | -3.0% | -4.6% |
| 30D | +5.8% | -1.6% | +7.4% | +6.0% |
| 3M | +14.9% | +21.3% | -6.3% | +12.2% |
| 6M | -0.4% | +16.5% | -16.8% | -2.3% |
| YTD | +18.5% | +8.4% | +10.1% | +17.2% |
| 1Y | +25.1% | +15.6% | +9.5% | +22.5% |
| 3Y | +105.9% | +86.8% | +19.0% | +80.4% |
| All | +105.9% | +86.6% | +19.3% | +80.4% |
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