-21.1%
GIS vs SCHG
+459.0%
-480.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -6.4% | -1.0% | -5.3% | -6.2% |
| 30D | -6.1% | -1.3% | -4.8% | -5.9% |
| 3M | +7.8% | +5.4% | +2.4% | +7.1% |
| 6M | -8.8% | +14.4% | -23.2% | -10.5% |
| YTD | -19.1% | +8.0% | -27.2% | -20.1% |
| 1Y | -24.8% | +12.7% | -37.5% | -26.2% |
| 3Y | -37.6% | +85.6% | -123.2% | -44.9% |
| 5Y | -25.4% | +85.5% | -110.9% | -34.8% |
| All | -21.1% | +459.0% | -480.1% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling