+51,606.1%
SCHW vs GIS
+1,410.0%
+50,196.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +2.0% |
| 7D | -2.8% | -8.4% | +5.6% | +0.7% |
| 30D | -0.1% | -5.2% | +5.1% | +1.9% |
| 3M | +20.6% | +8.2% | +12.4% | +15.8% |
| 6M | +15.9% | -12.0% | +28.0% | +20.8% |
| YTD | +8.5% | -18.9% | +27.4% | +16.1% |
| 1Y | +17.8% | -23.6% | +41.5% | +28.8% |
| 3Y | +88.5% | -37.6% | +126.1% | +119.2% |
| 5Y | +60.6% | -25.2% | +85.8% | +68.0% |
| 10Y | +298.0% | -19.3% | +317.4% | +277.6% |
| All | +51,606.1% | +1,410.0% | +50,196.2% | +11,060.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling