+270.5%
GLD vs SCHG
+1,145.2%
-874.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | +0.2% | +4.2% | +4.4% |
| 3M | -1.1% | +2.2% | -3.3% | -1.2% |
| 6M | -13.8% | +15.0% | -28.8% | -14.5% |
| YTD | +2.6% | +9.2% | -6.5% | +2.1% |
| 1Y | +24.5% | +15.7% | +8.8% | +23.4% |
| 3Y | +125.8% | +87.3% | +38.6% | +118.5% |
| 5Y | +137.8% | +84.5% | +53.3% | +128.9% |
| 10Y | +221.4% | +448.7% | -227.3% | +201.8% |
| All | +270.5% | +1,145.2% | -874.7% | +213.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling