+800.7%
GLD vs SCHW
+1,283.1%
-482.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.8% |
| 7D | +0.7% | -1.3% | +2.1% | +0.7% |
| 30D | +0.3% | -0.4% | +0.7% | +0.3% |
| 3M | +0.6% | +21.7% | -21.1% | +1.4% |
| 6M | -15.6% | +13.0% | -28.5% | -15.1% |
| YTD | +0.9% | +8.0% | -7.2% | +1.2% |
| 1Y | +19.4% | +15.8% | +3.6% | +20.2% |
| 3Y | +124.5% | +87.7% | +36.7% | +130.9% |
| 5Y | +138.9% | +59.7% | +79.3% | +145.8% |
| 10Y | +213.3% | +292.9% | -79.6% | +237.3% |
| All | +800.7% | +1,283.1% | -482.5% | +805.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling