+295.2%
SCHW vs GPC
+87.0%
+208.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -2.8% | -1.8% | -1.0% | -2.0% |
| 30D | -0.1% | +0.1% | -0.1% | -0.2% |
| 3M | +20.6% | +37.4% | -16.8% | +2.6% |
| 6M | +15.9% | +25.4% | -9.5% | +2.3% |
| YTD | +8.5% | +12.2% | -3.7% | -0.4% |
| 1Y | +17.8% | -0.3% | +18.2% | +14.6% |
| 3Y | +88.5% | -1.6% | +90.1% | +75.0% |
| 5Y | +60.6% | +31.0% | +29.7% | +23.9% |
| All | +295.2% | +87.0% | +208.2% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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