-22.0%
GFS vs SCHG
+85.5%
-107.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.8% |
| 7D | +4.5% | -0.9% | +5.4% | +5.6% |
| 30D | -8.2% | -2.3% | -5.9% | -5.5% |
| 3M | -38.9% | +4.5% | -43.4% | -42.1% |
| 6M | -2.9% | +13.6% | -16.4% | -16.7% |
| YTD | +31.8% | +7.6% | +24.2% | +20.6% |
| 1Y | +43.1% | +13.0% | +30.1% | +23.2% |
| All | -22.0% | +85.5% | -107.5% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling