+478.1%
GLW vs SCHD
+54.5%
+423.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.1% |
| 7D | +16.9% | -2.6% | +19.5% | +18.9% |
| 30D | +7.0% | -0.3% | +7.3% | +6.8% |
| 3M | -3.0% | +6.1% | -9.1% | -8.8% |
| 6M | +31.0% | +11.7% | +19.3% | +17.4% |
| YTD | +93.4% | +26.3% | +67.1% | +55.9% |
| 1Y | +134.7% | +28.8% | +106.0% | +85.8% |
| All | +478.1% | +54.5% | +423.6% | +270.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling