+0.1%
SCHW vs GNRC
+10.1%
-10.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.0% | +8.1% | -1.2% |
| 7D | +3.5% | -15.3% | +18.7% | +2.9% |
| 30D | -4.4% | -22.9% | +18.6% | -5.2% |
| 3M | -14.0% | -20.7% | +6.7% | -14.6% |
| 6M | +0.8% | -34.6% | +35.5% | -0.7% |
| YTD | -6.4% | +26.4% | -32.8% | -16.0% |
| 1Y | +0.1% | +8.3% | -8.2% | -7.3% |
| All | +0.1% | +10.1% | -10.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling