+1,216.2%
GLW vs SCHD
+593.2%
+623.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.5% |
| 7D | +15.5% | +1.4% | +14.1% | +13.7% |
| 30D | -19.6% | +7.7% | -27.2% | -26.5% |
| 3M | -28.5% | +5.7% | -34.2% | -33.8% |
| 6M | -39.5% | +14.9% | -54.5% | -50.1% |
| YTD | +37.2% | +34.2% | +3.0% | -6.2% |
| 1Y | +35.4% | +36.8% | -1.4% | -9.7% |
| 3Y | +359.7% | +73.2% | +286.5% | +124.8% |
| 5Y | +244.0% | +62.8% | +181.2% | +82.6% |
| 10Y | +556.7% | +257.2% | +299.5% | +30.6% |
| All | +1,216.2% | +593.2% | +623.0% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling