+141.3%
GLD vs SCHW
+56.1%
+85.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +0.2% | -1.1% | +1.3% | +0.2% |
| 3M | +3.2% | +20.4% | -17.2% | +3.7% |
| 6M | -14.6% | +13.6% | -28.3% | -14.4% |
| YTD | +1.8% | +7.7% | -5.9% | +2.0% |
| 1Y | +20.7% | +15.2% | +5.5% | +21.3% |
| 3Y | +126.5% | +87.1% | +39.4% | +131.7% |
| All | +141.3% | +56.1% | +85.2% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling