+51,606.1%
SCHW vs GSK
+1,641.8%
+49,964.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.2% |
| 7D | -2.8% | -5.4% | +2.6% | -0.3% |
| 30D | -0.1% | -4.6% | +4.6% | +2.0% |
| 3M | +20.6% | -5.1% | +25.7% | +22.9% |
| 6M | +15.9% | -11.4% | +27.4% | +21.4% |
| YTD | +8.5% | +0.7% | +7.8% | +6.6% |
| 1Y | +17.8% | +23.0% | -5.2% | +5.0% |
| 3Y | +88.5% | +48.0% | +40.6% | +48.3% |
| 5Y | +60.6% | +48.2% | +12.4% | +23.1% |
| 10Y | +298.0% | +80.0% | +218.0% | +169.6% |
| All | +51,606.1% | +1,641.8% | +49,964.4% | +15,015.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling