+125.3%
GLD vs SCHD
+596.8%
-471.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -4.6% | +2.7% | -7.3% | -4.7% |
| 30D | -5.5% | +7.1% | -12.6% | -5.9% |
| 3M | -10.9% | +5.7% | -16.7% | -11.2% |
| 6M | -17.4% | +15.6% | -33.0% | -18.2% |
| YTD | -10.3% | +34.9% | -45.2% | -11.8% |
| 1Y | -7.2% | +37.4% | -44.5% | -8.8% |
| 3Y | +96.9% | +74.5% | +22.4% | +90.9% |
| 5Y | +103.8% | +63.7% | +40.1% | +97.8% |
| 10Y | +203.5% | +259.1% | -55.5% | +185.8% |
| All | +125.3% | +596.8% | -471.6% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling