+213.1%
GLD vs SCHD
+243.2%
-30.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -3.4% | -3.1% | -0.3% | -3.2% |
| 30D | -1.1% | -0.8% | -0.3% | -1.1% |
| 3M | +5.8% | +6.2% | -0.4% | +5.4% |
| 6M | -17.1% | +11.8% | -28.9% | -17.6% |
| YTD | 0.0% | +26.0% | -25.9% | -1.3% |
| 1Y | +18.2% | +28.1% | -9.9% | +16.6% |
| 3Y | +122.6% | +54.6% | +68.0% | +117.2% |
| 5Y | +137.1% | +60.3% | +76.8% | +131.0% |
| All | +213.1% | +243.2% | -30.1% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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