+174.0%
GD vs SCHG
+426.2%
-252.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | -1.9% | -1.3% | -0.6% | -1.4% |
| 30D | +10.9% | -7.9% | +18.8% | +15.1% |
| 3M | -6.8% | -5.4% | -1.3% | -4.6% |
| 6M | +7.0% | -0.6% | +7.6% | +6.7% |
| YTD | +11.1% | +4.1% | +7.0% | +8.0% |
| 1Y | +7.0% | +2.8% | +4.2% | +4.6% |
| 3Y | +59.9% | +77.7% | -17.7% | +15.1% |
| 5Y | +102.5% | +71.3% | +31.2% | +46.0% |
| 10Y | +174.0% | +429.5% | -255.4% | -11.5% |
| All | +174.0% | +426.2% | -252.2% | -11.5% |
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