+40.6%
GLW vs SCHW
+1.9%
+38.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.6% | -10.4% | -4.5% |
| 7D | -9.5% | +5.2% | -14.7% | -8.1% |
| 30D | -25.5% | -4.7% | -20.8% | -26.3% |
| 3M | -25.6% | -11.9% | -13.6% | -28.0% |
| 6M | -25.5% | +2.7% | -28.2% | -25.7% |
| YTD | +36.4% | -5.6% | +42.0% | +39.9% |
| 1Y | +40.6% | +0.8% | +39.8% | +34.5% |
| All | +40.6% | +1.9% | +38.7% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1y: compounded portfolio wealth divided by compounded SCHW 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…
1y analysis · Full analysis span regression · 6 months rolling