+98.2%
DG vs SCHG
+459.0%
-360.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -6.5% | -1.0% | -5.4% | -6.1% |
| 30D | +4.2% | -1.3% | +5.4% | +4.6% |
| 3M | +9.5% | +5.4% | +4.1% | +7.4% |
| 6M | -13.1% | +14.4% | -27.6% | -17.3% |
| YTD | -4.8% | +8.0% | -12.9% | -7.6% |
| 1Y | +20.6% | +12.7% | +7.9% | +15.2% |
| 3Y | +4.9% | +85.6% | -80.7% | -20.8% |
| 5Y | -37.9% | +85.5% | -123.4% | -54.2% |
| All | +98.2% | +459.0% | -360.8% | -32.0% |
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