+59.5%
SCHW vs GM
+78.3%
-18.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -1.9% | -2.4% | +0.6% | -1.1% |
| 30D | -1.6% | -1.1% | -0.5% | -1.3% |
| 3M | +21.3% | +6.1% | +15.1% | +18.3% |
| 6M | +16.5% | +15.0% | +1.5% | +9.5% |
| YTD | +8.4% | +6.0% | +2.4% | +4.6% |
| 1Y | +15.6% | +47.1% | -31.5% | -2.3% |
| 3Y | +86.8% | +170.5% | -83.6% | +14.6% |
| All | +59.5% | +78.3% | -18.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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