+371.6%
GH vs SCHG
+86.3%
+285.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.9% |
| 7D | -2.5% | -1.0% | -1.5% | -1.5% |
| 30D | -4.7% | -1.3% | -3.4% | -3.7% |
| 3M | +20.2% | +5.4% | +14.8% | +13.8% |
| 6M | +78.8% | +14.4% | +64.4% | +56.8% |
| YTD | +54.1% | +8.0% | +46.1% | +42.8% |
| 1Y | +177.1% | +12.7% | +164.3% | +143.7% |
| 3Y | +371.6% | +85.6% | +286.0% | +148.6% |
| All | +371.6% | +86.3% | +285.4% | +148.6% |
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