+459.7%
GLW vs SCHW
+86.8%
+373.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | +11.7% | -2.8% | +14.5% | +12.3% |
| 30D | +2.7% | -0.1% | +2.7% | +2.5% |
| 3M | -2.8% | +20.6% | -23.4% | -8.5% |
| 6M | +20.2% | +15.9% | +4.2% | +14.2% |
| YTD | +87.3% | +8.5% | +78.8% | +82.8% |
| 1Y | +119.6% | +17.8% | +101.7% | +107.4% |
| All | +459.7% | +86.8% | +373.0% | +328.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling