+264.0%
GLD vs SCHG
+1,135.4%
-871.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | +0.3% | -1.5% | +1.8% | +0.4% |
| 3M | +0.6% | +4.4% | -3.8% | +0.3% |
| 6M | -15.6% | +15.7% | -31.3% | -16.3% |
| YTD | +0.9% | +8.3% | -7.4% | +0.3% |
| 1Y | +19.4% | +14.2% | +5.2% | +18.5% |
| 3Y | +124.5% | +88.3% | +36.2% | +117.1% |
| 5Y | +138.9% | +83.5% | +55.5% | +130.1% |
| 10Y | +213.3% | +444.2% | -230.9% | +194.4% |
| All | +264.0% | +1,135.4% | -871.3% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SCHG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling