+27.2%
GFS vs SCHG
+4.3%
+22.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.6% |
| 7D | +7.4% | +2.7% | +4.6% | +3.6% |
| 30D | -15.3% | -5.2% | -10.1% | -8.4% |
| 3M | -21.1% | -5.2% | -15.9% | -15.0% |
| 6M | -44.5% | -0.6% | -43.9% | -43.4% |
| YTD | +19.2% | +4.7% | +14.5% | +11.0% |
| 1Y | +27.2% | +6.0% | +21.2% | +17.1% |
| All | +27.2% | +4.3% | +22.9% | +17.1% |
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