-10.3%
GFS vs SCHG
+75.0%
-85.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.7% |
| 7D | +7.4% | +2.7% | +4.6% | +3.9% |
| 30D | -15.3% | -5.2% | -10.1% | -8.6% |
| 3M | -21.1% | -5.2% | -15.9% | -15.1% |
| 6M | -44.5% | -0.6% | -43.9% | -43.5% |
| YTD | +19.2% | +4.7% | +14.5% | +13.7% |
| 1Y | +27.2% | +6.0% | +21.2% | +19.4% |
| 3Y | -20.1% | +78.9% | -99.0% | -61.0% |
| 5Y | -25.6% | +69.9% | -95.5% | -58.6% |
| All | -10.3% | +75.0% | -85.3% | -51.7% |
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