+59.6%
SCHW vs GSK
+47.2%
+12.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.9% |
| 7D | -2.8% | -5.4% | +2.6% | -2.1% |
| 30D | -0.1% | -4.6% | +4.6% | +0.5% |
| 3M | +20.6% | -5.1% | +25.7% | +21.2% |
| 6M | +15.9% | -11.4% | +27.4% | +17.4% |
| YTD | +8.5% | +0.7% | +7.8% | +8.1% |
| 1Y | +17.8% | +23.0% | -5.2% | +14.3% |
| 3Y | +88.5% | +48.0% | +40.6% | +74.2% |
| All | +59.6% | +47.2% | +12.4% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling