+138.9%
GLD vs SCHD
+61.0%
+78.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 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% | -0.4% |
| 6M | -15.6% | +12.4% | -27.9% | -16.9% |
| YTD | +0.9% | +27.5% | -26.7% | -2.1% |
| 1Y | +19.4% | +30.0% | -10.6% | +15.7% |
| 3Y | +124.5% | +56.5% | +68.0% | +112.0% |
| 5Y | +138.9% | +60.7% | +78.3% | +126.5% |
| All | +138.9% | +61.0% | +78.0% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling