+762.6%
SCHW vs GM
+232.1%
+530.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.5% |
| 7D | -2.8% | -1.1% | -1.7% | -2.3% |
| 30D | -0.1% | -3.4% | +3.4% | +1.4% |
| 3M | +20.6% | +8.7% | +11.9% | +15.5% |
| 6M | +15.9% | +15.4% | +0.5% | +6.9% |
| YTD | +8.5% | +6.6% | +1.9% | +3.1% |
| 1Y | +17.8% | +51.5% | -33.6% | -5.9% |
| 3Y | +88.5% | +169.3% | -80.8% | +8.1% |
| 5Y | +60.6% | +81.6% | -20.9% | +7.2% |
| 10Y | +298.0% | +240.7% | +57.4% | +72.1% |
| All | +762.6% | +232.1% | +530.5% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling