+30.4%
GSK vs SCHG
+16.6%
+13.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.9% |
| 7D | -1.8% | -0.7% | -1.1% | -1.8% |
| 30D | -2.2% | +0.2% | -2.4% | -2.2% |
| 3M | -1.8% | +2.2% | -4.0% | -1.8% |
| 6M | -10.6% | +15.0% | -25.6% | -12.9% |
| YTD | +4.4% | +9.2% | -4.7% | +2.0% |
| 1Y | +30.4% | +15.7% | +14.7% | +19.5% |
| All | +30.4% | +16.6% | +13.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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