+606.9%
GEV vs SCHD
+39.8%
+567.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -1.9% | -3.1% | +1.2% | -0.1% |
| 30D | -8.7% | -0.8% | -7.9% | -8.3% |
| 3M | +6.6% | +6.2% | +0.4% | +1.5% |
| 6M | +10.2% | +11.8% | -1.6% | +0.7% |
| YTD | +41.6% | +26.0% | +15.7% | +17.3% |
| 1Y | +43.9% | +28.1% | +15.7% | +17.3% |
| All | +606.9% | +39.8% | +567.1% | +417.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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