+158.1%
GSK vs SCHG
+1,121.7%
-963.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -5.4% | -2.7% | -2.7% | -4.3% |
| 30D | -4.6% | -2.2% | -2.4% | -3.7% |
| 3M | -5.1% | +6.2% | -11.3% | -7.6% |
| 6M | -11.4% | +13.4% | -24.8% | -16.3% |
| YTD | +0.7% | +7.1% | -6.4% | -2.7% |
| 1Y | +23.0% | +12.5% | +10.5% | +16.2% |
| 3Y | +48.0% | +86.2% | -38.2% | +8.1% |
| 5Y | +48.2% | +83.9% | -35.7% | +5.9% |
| 10Y | +80.0% | +451.3% | -371.2% | -37.9% |
| All | +158.1% | +1,121.7% | -963.6% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling