+123.2%
GLW vs SCHW
+14.3%
+109.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.4% |
| 7D | +3.8% | -0.8% | +4.6% | +3.6% |
| 30D | -1.3% | +1.5% | -2.8% | -1.0% |
| 3M | -21.8% | +24.6% | -46.4% | -20.2% |
| 6M | +6.9% | +14.5% | -7.6% | +12.0% |
| YTD | +77.2% | +10.5% | +66.7% | +89.4% |
| 1Y | +123.2% | +13.4% | +109.9% | +132.9% |
| All | +123.2% | +14.3% | +109.0% | +132.9% |
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