+851.8%
GLW vs SCHG
+459.0%
+392.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.2% |
| 7D | +7.8% | -1.0% | +8.9% | +8.8% |
| 30D | -0.4% | -1.3% | +0.8% | +0.5% |
| 3M | -5.6% | +5.4% | -11.0% | -9.9% |
| 6M | +26.7% | +14.4% | +12.3% | +13.1% |
| YTD | +91.0% | +8.0% | +83.0% | +80.0% |
| 1Y | +122.4% | +12.7% | +109.7% | +102.6% |
| 3Y | +471.0% | +85.6% | +385.4% | +230.2% |
| 5Y | +385.6% | +85.5% | +300.1% | +173.4% |
| All | +851.8% | +459.0% | +392.8% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling