+508.7%
GE vs SCHG
+1,127.0%
-618.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.3% |
| 7D | -1.2% | -0.9% | -0.4% | -0.5% |
| 30D | -11.3% | -2.3% | -9.0% | -9.6% |
| 3M | -1.4% | +4.5% | -5.9% | -5.2% |
| 6M | +1.2% | +13.6% | -12.3% | -9.3% |
| YTD | +5.9% | +7.6% | -1.6% | -0.7% |
| 1Y | +18.4% | +13.0% | +5.4% | +6.4% |
| 3Y | +271.0% | +87.0% | +184.0% | +116.5% |
| 5Y | +417.9% | +82.9% | +335.1% | +200.7% |
| 10Y | +152.0% | +453.6% | -301.7% | -51.8% |
| All | +508.7% | +1,127.0% | -618.2% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling