+76.7%
GSK vs SCHG
+459.0%
-382.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.2% |
| 7D | -3.5% | -1.0% | -2.5% | -3.2% |
| 30D | -3.4% | -1.3% | -2.2% | -3.1% |
| 3M | -8.1% | +5.4% | -13.6% | -9.8% |
| 6M | -11.1% | +14.4% | -25.5% | -15.1% |
| YTD | +0.7% | +8.0% | -7.3% | -2.1% |
| 1Y | +20.1% | +12.7% | +7.4% | +15.0% |
| 3Y | +46.1% | +85.6% | -39.5% | +14.8% |
| 5Y | +48.2% | +85.5% | -37.3% | +14.4% |
| All | +76.7% | +459.0% | -382.3% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling