-25.7%
GIS vs SCHG
+84.3%
-110.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -6.4% | -1.0% | -5.3% | -6.4% |
| 30D | -6.1% | -1.3% | -4.8% | -6.1% |
| 3M | +7.8% | +5.4% | +2.4% | +8.1% |
| 6M | -8.8% | +14.4% | -23.2% | -8.3% |
| YTD | -19.1% | +8.0% | -27.2% | -18.8% |
| 1Y | -24.8% | +12.7% | -37.5% | -24.4% |
| 3Y | -37.6% | +85.6% | -123.2% | -38.3% |
| All | -25.7% | +84.3% | -110.0% | -29.2% |
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