+59.5%
SCHW vs GIS
-25.1%
+84.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.9% | -6.4% | +4.5% | -1.3% |
| 30D | -1.6% | -6.1% | +4.5% | -1.1% |
| 3M | +21.3% | +7.8% | +13.4% | +20.3% |
| 6M | +16.5% | -8.8% | +25.3% | +17.3% |
| YTD | +8.4% | -19.1% | +27.5% | +10.2% |
| 1Y | +15.6% | -24.8% | +40.4% | +18.4% |
| 3Y | +86.8% | -37.6% | +124.4% | +94.8% |
| All | +59.5% | -25.1% | +84.6% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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