+33.4%
AG vs SCHG
+5.5%
+27.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.3% | +7.9% | +6.7% |
| 7D | -2.6% | -2.5% | -0.1% | +2.7% |
| 30D | -12.1% | -5.4% | -6.7% | -1.5% |
| 3M | -6.6% | -2.2% | -4.4% | -2.1% |
| 6M | -20.5% | +5.2% | -25.6% | -25.8% |
| YTD | -7.4% | +6.8% | -14.2% | -13.3% |
| 1Y | +33.4% | +5.9% | +27.5% | +28.9% |
| All | +33.4% | +5.5% | +27.9% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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