+61.6%
AG vs SCHG
+459.0%
-397.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.5% |
| 7D | -6.7% | -1.0% | -5.7% | -6.1% |
| 30D | +2.2% | -1.3% | +3.4% | +3.1% |
| 3M | +15.7% | +5.4% | +10.3% | +12.0% |
| 6M | -23.8% | +14.4% | -38.2% | -29.4% |
| YTD | +17.6% | +8.0% | +9.6% | +13.4% |
| 1Y | +88.6% | +12.7% | +75.9% | +78.0% |
| 3Y | +253.4% | +85.6% | +167.8% | +148.3% |
| 5Y | +62.4% | +85.5% | -23.1% | +11.3% |
| All | +61.6% | +459.0% | -397.4% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling