+215.0%
GLD vs SCHW
+301.0%
-86.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.0% | -1.9% | -0.1% | -2.1% |
| 30D | -1.5% | -1.6% | +0.1% | -1.6% |
| 3M | +3.2% | +21.3% | -18.0% | +4.3% |
| 6M | -16.3% | +16.5% | -32.8% | -15.5% |
| YTD | +0.6% | +8.4% | -7.8% | +1.2% |
| 1Y | +19.1% | +15.6% | +3.5% | +20.2% |
| 3Y | +123.5% | +86.8% | +36.7% | +132.8% |
| 5Y | +138.5% | +60.5% | +78.0% | +148.9% |
| All | +215.0% | +301.0% | -86.0% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SCHW 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling