+1,803.6%
GS vs SCHW
+257.2%
+1,546.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | +5.1% | -0.9% | +6.1% | +5.7% |
| 30D | +2.4% | -4.4% | +6.8% | +4.9% |
| 3M | -11.5% | -15.9% | +4.4% | -3.2% |
| 6M | -2.5% | +2.0% | -4.5% | -4.3% |
| YTD | +5.5% | -7.3% | +12.7% | +8.3% |
| 1Y | +11.0% | -4.9% | +16.0% | +12.5% |
| 3Y | +200.1% | +74.9% | +125.2% | +117.9% |
| 5Y | +154.7% | +19.2% | +135.5% | +113.4% |
| 10Y | +450.9% | +188.3% | +262.6% | +177.0% |
| All | +1,803.6% | +257.2% | +1,546.3% | +474.8% |
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 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