+833.1%
GLW vs SCHD
+243.2%
+589.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.8% |
| 7D | +11.7% | -3.1% | +14.8% | +15.7% |
| 30D | +2.7% | -0.8% | +3.5% | +3.1% |
| 3M | -2.8% | +6.2% | -9.0% | -11.4% |
| 6M | +20.2% | +11.8% | +8.3% | +3.1% |
| YTD | +87.3% | +26.0% | +61.3% | +39.3% |
| 1Y | +119.6% | +28.1% | +91.5% | +59.5% |
| 3Y | +453.7% | +54.6% | +399.1% | +213.8% |
| 5Y | +376.1% | +60.3% | +315.8% | +158.5% |
| All | +833.1% | +243.2% | +589.9% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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