+35.8%
GFS vs SCHG
+16.6%
+19.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.6% |
| 7D | +1.0% | -0.7% | +1.7% | +1.9% |
| 30D | -8.6% | +0.2% | -8.8% | -8.8% |
| 3M | -46.5% | +2.2% | -48.8% | -47.8% |
| 6M | -4.8% | +15.0% | -19.8% | -20.0% |
| YTD | +29.7% | +9.2% | +20.5% | +15.2% |
| 1Y | +35.8% | +15.7% | +20.1% | +13.8% |
| All | +35.8% | +16.6% | +19.2% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling