+147.5%
GE vs SCHG
+459.0%
-311.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.8% |
| 7D | -4.0% | -1.0% | -3.0% | -3.2% |
| 30D | -11.4% | -1.3% | -10.1% | -10.6% |
| 3M | -2.6% | +5.4% | -8.1% | -6.8% |
| 6M | -0.3% | +14.4% | -14.7% | -10.5% |
| YTD | +5.4% | +8.0% | -2.7% | -1.1% |
| 1Y | +15.5% | +12.7% | +2.8% | +4.8% |
| 3Y | +260.8% | +85.6% | +175.2% | +121.4% |
| 5Y | +421.6% | +85.5% | +336.1% | +214.6% |
| All | +147.5% | +459.0% | -311.5% | -42.2% |
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