+96.9%
GLD vs SCHD
+74.7%
+22.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -4.6% | +2.7% | -7.3% | -5.0% |
| 30D | -5.5% | +7.1% | -12.6% | -6.7% |
| 3M | -10.9% | +5.7% | -16.7% | -11.8% |
| 6M | -17.4% | +15.6% | -33.0% | -19.5% |
| YTD | -10.3% | +34.9% | -45.2% | -14.2% |
| 1Y | -7.2% | +37.4% | -44.5% | -11.4% |
| 3Y | +96.9% | +74.5% | +22.4% | +76.7% |
| All | +96.9% | +74.7% | +22.2% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling