+294.9%
SCHW vs GNRC
+448.8%
-153.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.7% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -1.6% | -15.7% | +14.1% | +2.0% |
| 3M | +21.3% | -27.3% | +48.6% | +28.7% |
| 6M | +16.5% | -12.1% | +28.5% | +16.3% |
| YTD | +8.4% | +37.1% | -28.7% | -4.4% |
| 1Y | +15.6% | -0.5% | +16.1% | +9.7% |
| 3Y | +86.8% | +61.5% | +25.3% | +49.7% |
| 5Y | +60.5% | -58.6% | +119.1% | +80.9% |
| All | +294.9% | +448.8% | -153.9% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling