+46.9%
SCHW vs GEHC
+2.6%
+44.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.0% |
| 7D | -2.8% | -7.9% | +5.1% | -1.3% |
| 30D | -0.1% | -11.7% | +11.6% | +2.2% |
| 3M | +20.6% | +0.8% | +19.8% | +19.9% |
| 6M | +15.9% | -11.6% | +27.5% | +18.0% |
| YTD | +8.5% | -21.6% | +30.1% | +12.9% |
| 1Y | +17.8% | -15.3% | +33.1% | +20.3% |
| 3Y | +88.5% | -0.5% | +89.0% | +82.2% |
| All | +46.9% | +2.6% | +44.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling