+24.4%
GH vs SCHG
+84.3%
-59.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -2.2% |
| 7D | -2.5% | -1.0% | -1.5% | -1.2% |
| 30D | -4.7% | -1.3% | -3.4% | -3.4% |
| 3M | +20.2% | +5.4% | +14.8% | +11.4% |
| 6M | +78.8% | +14.4% | +64.4% | +48.7% |
| YTD | +54.1% | +8.0% | +46.1% | +38.5% |
| 1Y | +177.1% | +12.7% | +164.3% | +131.9% |
| 3Y | +371.6% | +85.6% | +286.0% | +82.1% |
| All | +24.4% | +84.3% | -59.9% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling