+21.1%
SCHW vs GD
+93.7%
-72.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.9% |
| 7D | +3.9% | -5.0% | +8.9% | +6.3% |
| 30D | -4.3% | +8.9% | -13.2% | -8.3% |
| 3M | -14.8% | -8.0% | -6.7% | -11.6% |
| 6M | -0.1% | +2.9% | -3.0% | -1.8% |
| YTD | -7.5% | +7.1% | -14.6% | -11.3% |
| 1Y | -1.6% | +5.9% | -7.6% | -5.2% |
| 3Y | +71.4% | +53.9% | +17.6% | +31.4% |
| All | +21.1% | +93.7% | -72.6% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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