-2.7%
GFS vs SCHG
+81.0%
-83.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.7% |
| 7D | +2.6% | -0.1% | +2.7% | +2.7% |
| 30D | -16.4% | -1.5% | -14.9% | -14.8% |
| 3M | -41.6% | +4.4% | -46.0% | -44.6% |
| 6M | -3.7% | +15.7% | -19.4% | -19.3% |
| YTD | +29.3% | +8.3% | +21.0% | +17.4% |
| 1Y | +37.1% | +14.2% | +22.9% | +16.6% |
| 3Y | -22.1% | +88.3% | -110.4% | -64.6% |
| All | -2.7% | +81.0% | -83.6% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling