+170.6%
GD vs SCHG
+440.0%
-269.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.9% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | +9.5% | -5.9% | +15.4% | +12.4% |
| 3M | -5.8% | -3.4% | -2.5% | -4.6% |
| 6M | +7.7% | +1.1% | +6.7% | +6.5% |
| YTD | +11.1% | +5.9% | +5.2% | +7.0% |
| 1Y | +6.1% | +4.6% | +1.5% | +2.8% |
| 3Y | +59.8% | +80.6% | -20.8% | +14.1% |
| 5Y | +104.6% | +73.9% | +30.7% | +46.5% |
| 10Y | +170.6% | +438.8% | -268.2% | -14.2% |
| All | +170.6% | +440.0% | -269.4% | -14.2% |
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