+192.2%
GD vs SCHG
+443.8%
-251.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -3.1% | -0.9% | -2.3% | -2.7% |
| 30D | -10.9% | -2.3% | -8.6% | -9.9% |
| 3M | +2.5% | +4.5% | -2.1% | +0.1% |
| 6M | -1.7% | +13.6% | -15.2% | -8.1% |
| YTD | +6.1% | +7.6% | -1.4% | +1.9% |
| 1Y | +11.7% | +13.0% | -1.4% | +4.4% |
| 3Y | +71.8% | +87.0% | -15.2% | +20.5% |
| 5Y | +92.2% | +82.9% | +9.3% | +33.4% |
| 10Y | +192.2% | +453.6% | -261.5% | -16.1% |
| All | +192.2% | +443.8% | -251.6% | -16.1% |
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 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