+393.9%
GH vs SCHG
+256.9%
+137.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | -1.2% | -2.7% | +1.5% | +2.2% |
| 30D | -3.7% | -2.2% | -1.5% | -1.2% |
| 3M | +21.7% | +6.2% | +15.5% | +12.5% |
| 6M | +75.7% | +13.4% | +62.4% | +50.1% |
| YTD | +55.7% | +7.1% | +48.6% | +42.8% |
| 1Y | +181.1% | +12.5% | +168.6% | +139.7% |
| 3Y | +371.6% | +86.2% | +285.4% | +106.4% |
| 5Y | +23.2% | +83.9% | -60.7% | -42.5% |
| All | +393.9% | +256.9% | +137.0% | +7.9% |
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