+398.7%
AG vs SCHG
+1,121.7%
-723.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.5% |
| 7D | -5.8% | -2.7% | -3.1% | -3.7% |
| 30D | +6.4% | -2.2% | +8.6% | +8.3% |
| 3M | +28.4% | +6.2% | +22.2% | +23.1% |
| 6M | -24.5% | +13.4% | -37.8% | -30.4% |
| YTD | +21.2% | +7.1% | +14.1% | +17.0% |
| 1Y | +114.1% | +12.5% | +101.6% | +100.5% |
| 3Y | +268.0% | +86.2% | +181.9% | +136.6% |
| 5Y | +67.3% | +83.9% | -16.6% | +6.3% |
| 10Y | +66.1% | +451.3% | -385.2% | -60.8% |
| All | +398.7% | +1,121.7% | -723.0% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling