+46.9%
SCHW vs GTLB
-49.8%
+96.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -2.8% | -4.1% | +1.3% | -2.4% |
| 30D | -0.1% | +12.3% | -12.4% | -1.3% |
| 3M | +20.6% | +65.9% | -45.3% | +14.6% |
| 6M | +15.9% | +104.0% | -88.0% | +7.4% |
| YTD | +8.5% | +26.0% | -17.5% | +5.0% |
| 1Y | +17.8% | -3.5% | +21.3% | +16.5% |
| 3Y | +88.5% | -9.6% | +98.2% | +82.2% |
| All | +46.9% | -49.8% | +96.7% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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