+833.1%
GLW vs SCHW
+301.3%
+531.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | +11.7% | -2.8% | +14.5% | +12.9% |
| 30D | +2.7% | -0.1% | +2.7% | +2.4% |
| 3M | -2.8% | +20.6% | -23.4% | -11.6% |
| 6M | +20.2% | +15.9% | +4.2% | +10.3% |
| YTD | +87.3% | +8.5% | +78.8% | +76.8% |
| 1Y | +119.6% | +17.8% | +101.7% | +99.7% |
| 3Y | +453.7% | +88.5% | +365.1% | +298.0% |
| 5Y | +376.1% | +60.6% | +315.4% | +244.6% |
| All | +833.1% | +301.3% | +531.8% | +315.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling