+46.8%
SCHW vs GEHC
+2.1%
+44.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.9% | -7.2% | +5.3% | -0.6% |
| 30D | -1.6% | -11.6% | +9.9% | +0.5% |
| 3M | +21.3% | -0.8% | +22.1% | +21.0% |
| 6M | +16.5% | -11.9% | +28.4% | +18.6% |
| YTD | +8.4% | -21.9% | +30.4% | +12.9% |
| 1Y | +15.6% | -17.8% | +33.5% | +18.8% |
| 3Y | +86.8% | -3.5% | +90.4% | +81.3% |
| All | +46.8% | +2.1% | +44.7% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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