+44.6%
GFS vs SCHG
+11.9%
+32.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.6% |
| 7D | +3.2% | -2.7% | +5.9% | +6.9% |
| 30D | -9.6% | -2.2% | -7.3% | -6.9% |
| 3M | -38.5% | +6.2% | -44.6% | -42.9% |
| 6M | -1.3% | +13.4% | -14.7% | -15.5% |
| YTD | +31.8% | +7.1% | +24.7% | +20.0% |
| 1Y | +44.6% | +12.5% | +32.0% | +22.2% |
| All | +44.6% | +11.9% | +32.6% | +22.2% |
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 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