+13.4%
SCHW vs GSK
+31.2%
-17.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -0.8% | -1.8% | +1.0% | -0.7% |
| 30D | +1.5% | -2.2% | +3.6% | +1.6% |
| 3M | +24.6% | -1.8% | +26.4% | +24.7% |
| 6M | +14.5% | -10.6% | +25.1% | +14.6% |
| YTD | +10.5% | +4.4% | +6.0% | +11.3% |
| 1Y | +13.4% | +30.4% | -17.0% | +19.3% |
| All | +13.4% | +31.2% | -17.9% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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