+459.7%
GLW vs SCHG
+84.7%
+375.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -2.8% |
| 7D | +11.7% | -2.7% | +14.5% | +14.7% |
| 30D | +2.7% | -2.2% | +4.9% | +4.7% |
| 3M | -2.8% | +6.2% | -9.0% | -8.1% |
| 6M | +20.2% | +13.4% | +6.8% | +7.9% |
| YTD | +87.3% | +7.1% | +80.2% | +76.6% |
| 1Y | +119.6% | +12.5% | +107.1% | +100.0% |
| All | +459.7% | +84.7% | +375.1% | +289.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling