+124.5%
GLD vs SCHD
+57.0%
+67.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | +0.7% | -1.1% | +1.9% | +0.9% |
| 30D | +0.3% | +1.5% | -1.2% | +0.1% |
| 3M | +0.6% | +7.4% | -6.8% | -0.5% |
| 6M | -15.6% | +12.4% | -27.9% | -17.1% |
| YTD | +0.9% | +27.5% | -26.7% | -2.2% |
| 1Y | +19.4% | +30.0% | -10.6% | +15.5% |
| 3Y | +124.5% | +56.5% | +68.0% | +111.8% |
| All | +124.5% | +57.0% | +67.5% | +111.8% |
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