+51,567.6%
SCHW vs GFI
+650.5%
+50,917.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | -1.9% | -4.9% | +3.0% | -1.8% |
| 30D | -1.6% | +10.7% | -12.4% | -1.7% |
| 3M | +21.3% | +25.6% | -4.4% | +21.0% |
| 6M | +16.5% | -8.3% | +24.7% | +16.5% |
| YTD | +8.4% | +6.3% | +2.1% | +8.3% |
| 1Y | +15.6% | +22.1% | -6.4% | +15.3% |
| 3Y | +86.8% | +289.2% | -202.3% | +84.8% |
| 5Y | +60.5% | +531.7% | -471.2% | +57.8% |
| 10Y | +297.7% | +1,043.8% | -746.0% | +286.1% |
| All | +51,567.6% | +650.5% | +50,917.1% | +54,491.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling