+4,968.6%
GLW vs SCHW
+51,683.9%
-46,715.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +16.9% | -1.6% | +18.5% | +17.5% |
| 30D | +7.0% | -1.1% | +8.0% | +7.2% |
| 3M | -3.0% | +20.4% | -23.3% | -10.6% |
| 6M | +31.0% | +13.6% | +17.4% | +22.4% |
| YTD | +93.4% | +7.7% | +85.7% | +84.2% |
| 1Y | +134.7% | +15.2% | +119.5% | +118.0% |
| 3Y | +471.8% | +87.1% | +384.7% | +335.9% |
| 5Y | +394.5% | +57.5% | +337.0% | +284.4% |
| 10Y | +867.9% | +295.1% | +572.8% | +418.8% |
| All | +4,968.6% | +51,683.9% | -46,715.3% | +652.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling