+60.2%
SCHD vs GILD
+142.1%
-82.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | -2.0% | -4.8% | +2.9% | -0.7% |
| 30D | -0.4% | +5.8% | -6.2% | -1.9% |
| 3M | +5.7% | +14.9% | -9.2% | +1.8% |
| 6M | +11.9% | -0.4% | +12.2% | +11.6% |
| YTD | +26.4% | +18.5% | +7.9% | +20.3% |
| 1Y | +27.6% | +25.1% | +2.5% | +19.4% |
| 3Y | +54.9% | +105.9% | -50.9% | +23.4% |
| All | +60.2% | +142.1% | -82.0% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 5y: compounded portfolio wealth divided by compounded GILD 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…
5y analysis · Full analysis span regression · 6 months rolling