+86.8%
SCHW vs GFI
+287.6%
-200.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -1.9% | -4.9% | +3.0% | -1.7% |
| 30D | -1.6% | +10.7% | -12.4% | -2.0% |
| 3M | +21.3% | +25.6% | -4.4% | +20.2% |
| 6M | +16.5% | -8.3% | +24.7% | +16.7% |
| YTD | +8.4% | +6.3% | +2.1% | +7.5% |
| 1Y | +15.6% | +22.1% | -6.4% | +13.8% |
| 3Y | +86.8% | +289.2% | -202.3% | +69.3% |
| All | +86.8% | +287.6% | -200.8% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling