+16.0%
GS vs SCHW
-3.4%
+19.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.3% |
| 7D | +5.9% | +2.0% | +3.9% | +5.1% |
| 30D | +4.3% | -3.6% | +7.9% | +5.5% |
| 3M | -11.7% | -15.0% | +3.3% | -6.7% |
| 6M | -3.2% | +2.6% | -5.8% | -4.8% |
| YTD | +5.8% | -5.7% | +11.5% | +5.2% |
| 1Y | +16.0% | -0.9% | +16.9% | +11.5% |
| All | +16.0% | -3.4% | +19.5% | +11.5% |
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