+73.7%
GD vs SCHG
+88.4%
-14.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -9.0% | -1.5% | -7.6% | -8.7% |
| 3M | +5.1% | +4.4% | +0.7% | +3.7% |
| 6M | -1.0% | +15.7% | -16.7% | -5.5% |
| YTD | +7.3% | +8.3% | -1.0% | +4.5% |
| 1Y | +12.4% | +14.2% | -1.8% | +7.7% |
| 3Y | +73.7% | +88.3% | -14.6% | +47.9% |
| All | +73.7% | +88.4% | -14.7% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling