+384.1%
GLW vs SCHG
+84.3%
+299.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.3% |
| 7D | +7.8% | -1.0% | +8.9% | +8.7% |
| 30D | -0.4% | -1.3% | +0.8% | +0.4% |
| 3M | -5.6% | +5.4% | -11.0% | -9.3% |
| 6M | +26.7% | +14.4% | +12.3% | +15.2% |
| YTD | +91.0% | +8.0% | +83.0% | +81.4% |
| 1Y | +122.4% | +12.7% | +109.7% | +105.7% |
| 3Y | +471.0% | +85.6% | +385.4% | +280.0% |
| All | +384.1% | +84.3% | +299.8% | +199.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling